+57.2%
PPL vs DD
+78.0%
-20.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.6% |
| 7D | +0.4% | +4.6% | -4.2% | 0.0% |
| 30D | +5.4% | +11.8% | -6.3% | +4.5% |
| 3M | +4.3% | +2.2% | +2.1% | +4.0% |
| 6M | -1.3% | -1.6% | +0.3% | -1.3% |
| YTD | +4.7% | +23.0% | -18.3% | +2.0% |
| 1Y | +1.3% | +26.9% | -25.7% | -1.8% |
| 3Y | +57.2% | +77.9% | -20.7% | +39.7% |
| All | +57.2% | +78.0% | -20.7% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling