+57.6%
PPL vs DGX
+244.3%
-186.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | 0.0% | -2.2% | +2.2% | +0.8% |
| 30D | -1.3% | -0.9% | -0.3% | -1.0% |
| 3M | -2.6% | +15.6% | -18.2% | -7.9% |
| 6M | -8.4% | +17.8% | -26.2% | -14.2% |
| YTD | +0.2% | +37.5% | -37.3% | -11.8% |
| 1Y | -0.2% | +31.2% | -31.4% | -10.7% |
| 3Y | +52.9% | +96.6% | -43.7% | +15.7% |
| 5Y | +36.8% | +64.9% | -28.1% | +9.1% |
| 10Y | +57.6% | +254.6% | -197.0% | -14.3% |
| All | +57.6% | +244.3% | -186.7% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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