+39.4%
PPL vs DG
-35.0%
+74.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | +2.7% | +8.4% | -5.7% | +1.9% |
| 30D | +0.5% | +4.9% | -4.5% | 0.0% |
| 3M | +0.7% | +29.3% | -28.7% | -1.8% |
| 6M | -7.6% | -11.3% | +3.7% | -6.8% |
| YTD | +1.8% | +1.8% | +0.1% | +1.3% |
| 1Y | -0.8% | +25.3% | -26.1% | -3.6% |
| 3Y | +56.9% | +9.1% | +47.8% | +51.8% |
| All | +39.4% | -35.0% | +74.4% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling