+2,164.3%
PPL vs DD
+1,069.5%
+1,094.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.6% | +1.6% |
| 7D | +1.0% | +3.1% | -2.1% | +0.2% |
| 30D | +6.8% | +8.7% | -1.9% | +4.7% |
| 3M | +3.9% | -1.2% | +5.1% | +3.9% |
| 6M | -2.0% | -1.1% | -1.0% | -2.3% |
| YTD | +5.3% | +21.7% | -16.4% | -0.3% |
| 1Y | +2.2% | +24.0% | -21.9% | -3.7% |
| 3Y | +56.7% | +75.6% | -18.9% | +34.0% |
| 5Y | +49.1% | +58.2% | -9.1% | +28.8% |
| 10Y | +63.6% | +88.0% | -24.3% | +29.2% |
| All | +2,164.3% | +1,069.5% | +1,094.7% | +1,145.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling