+0.1%
PPL vs DD
+33.0%
-32.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | +0.1% |
| 7D | 0.0% | +2.2% | -2.2% | +0.1% |
| 30D | +4.3% | +20.7% | -16.4% | +4.7% |
| 3M | +2.9% | +11.3% | -8.4% | +3.2% |
| 6M | +1.1% | +6.0% | -4.9% | +1.4% |
| YTD | +4.5% | +31.7% | -27.2% | +4.1% |
| 1Y | +0.1% | +32.2% | -32.1% | -0.7% |
| All | +0.1% | +33.0% | -32.9% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling