+59.9%
PPL vs DG
+9.1%
+50.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | +2.7% | +8.4% | -5.7% | +2.2% |
| 30D | +0.5% | +4.9% | -4.5% | +0.1% |
| 3M | +0.7% | +29.3% | -28.7% | -0.9% |
| 6M | -7.6% | -11.3% | +3.7% | -7.1% |
| YTD | +1.8% | +1.8% | +0.1% | +1.5% |
| 1Y | -0.8% | +25.3% | -26.1% | -2.6% |
| All | +59.9% | +9.1% | +50.8% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling