-0.2%
PPL vs DHI
-22.8%
+22.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | 0.0% | -2.3% | +2.4% | +0.3% |
| 30D | -1.3% | -5.3% | +4.0% | -0.7% |
| 3M | -2.6% | -7.8% | +5.2% | -1.6% |
| 6M | -8.4% | -5.4% | -3.0% | -8.0% |
| YTD | +0.2% | -2.7% | +2.9% | +0.2% |
| 1Y | -0.2% | -21.0% | +20.7% | +1.1% |
| All | -0.2% | -22.8% | +22.5% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling