+67.9%
PPL vs DHI
+494.1%
-426.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | -0.4% | -4.1% | +3.7% | +0.5% |
| 30D | +2.6% | +9.3% | -6.6% | +0.5% |
| 3M | +0.8% | -2.6% | +3.4% | +1.0% |
| 6M | +1.4% | +4.1% | -2.7% | -0.1% |
| YTD | +4.3% | +2.3% | +2.0% | +2.5% |
| 1Y | +0.8% | +2.7% | -2.0% | -1.3% |
| 3Y | +57.9% | +23.2% | +34.7% | +43.5% |
| 5Y | +48.3% | +57.3% | -9.0% | +23.0% |
| All | +67.9% | +494.1% | -426.2% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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