+67.9%
PPL vs DD
+97.1%
-29.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | -0.4% | +5.0% | -5.3% | -1.7% |
| 30D | +2.6% | +19.7% | -17.0% | -2.4% |
| 3M | +0.8% | +7.2% | -6.4% | -1.4% |
| 6M | +1.4% | +1.0% | +0.4% | +0.5% |
| YTD | +4.3% | +29.1% | -24.8% | -4.4% |
| 1Y | +0.8% | +28.5% | -27.7% | -7.6% |
| 3Y | +57.9% | +89.4% | -31.5% | +24.7% |
| 5Y | +48.3% | +67.1% | -18.8% | +19.4% |
| All | +67.9% | +97.1% | -29.3% | +6.6% |
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