+66.8%
PPL vs DG
+119.6%
-52.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | 0.0% | +5.2% | -5.2% | -0.7% |
| 30D | +4.3% | +7.9% | -3.6% | +3.1% |
| 3M | +2.9% | +12.7% | -9.8% | +1.0% |
| 6M | +1.1% | +22.4% | -21.3% | -2.2% |
| YTD | +4.5% | +5.4% | -1.0% | +2.9% |
| 1Y | +0.1% | +39.4% | -39.3% | -5.7% |
| 3Y | +55.7% | +24.1% | +31.6% | +44.8% |
| 5Y | +47.6% | -32.2% | +79.8% | +53.3% |
| 10Y | +66.8% | +111.8% | -45.0% | +50.1% |
| All | +66.8% | +119.6% | -52.7% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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