+48.5%
PPL vs DD
+58.5%
-10.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | +0.4% | +4.6% | -4.2% | -0.4% |
| 30D | +5.4% | +11.8% | -6.3% | +3.4% |
| 3M | +4.3% | +2.2% | +2.1% | +3.7% |
| 6M | -1.3% | -1.6% | +0.3% | -1.4% |
| YTD | +4.7% | +23.0% | -18.3% | -0.3% |
| 1Y | +1.3% | +26.9% | -25.7% | -4.2% |
| 3Y | +57.2% | +77.9% | -20.7% | +34.3% |
| All | +48.5% | +58.5% | -10.0% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling