+55.7%
PPL vs DGX
+106.6%
-50.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.2% |
| 7D | 0.0% | +4.6% | -4.6% | -1.1% |
| 30D | +4.3% | +11.9% | -7.6% | +1.3% |
| 3M | +2.9% | +9.2% | -6.2% | +0.4% |
| 6M | +1.1% | +39.0% | -37.9% | -8.2% |
| YTD | +4.5% | +51.4% | -47.0% | -8.5% |
| 1Y | +0.1% | +42.6% | -42.5% | -10.5% |
| 3Y | +55.7% | +105.9% | -50.2% | +20.7% |
| All | +55.7% | +106.6% | -50.9% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling