+64.4%
PPL vs DD
+105.4%
-41.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.9% | -6.2% | -1.8% |
| 7D | -1.2% | +9.8% | -11.0% | -3.9% |
| 30D | +4.2% | +19.3% | -15.1% | -0.8% |
| 3M | +1.5% | +9.4% | -7.9% | -1.2% |
| 6M | +1.0% | +4.8% | -3.7% | -0.8% |
| YTD | +4.4% | +30.2% | -25.8% | -4.5% |
| 1Y | +0.8% | +32.2% | -31.5% | -8.3% |
| 3Y | +56.5% | +93.1% | -36.6% | +22.9% |
| 5Y | +47.7% | +68.0% | -20.3% | +18.7% |
| 10Y | +64.4% | +98.5% | -34.1% | +3.6% |
| All | +64.4% | +105.4% | -41.0% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling