+37.7%
PPL vs DGX
+66.8%
-29.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +1.8% | -0.3% | +2.1% | +1.9% |
| 30D | -1.1% | -1.2% | +0.1% | -0.8% |
| 3M | 0.0% | +19.9% | -19.9% | -5.7% |
| 6M | -7.6% | +19.2% | -26.8% | -12.9% |
| YTD | +1.7% | +37.5% | -35.7% | -8.9% |
| 1Y | +1.5% | +31.3% | -29.8% | -7.8% |
| 3Y | +55.3% | +96.6% | -41.4% | +21.6% |
| 5Y | +37.7% | +64.3% | -26.6% | +10.7% |
| All | +37.7% | +66.8% | -29.1% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling