+37.7%
PPL vs DHI
+59.4%
-21.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.4% |
| 7D | +1.8% | -2.0% | +3.8% | +2.1% |
| 30D | -1.1% | -8.3% | +7.3% | +0.2% |
| 3M | 0.0% | -3.7% | +3.8% | +0.5% |
| 6M | -7.6% | -5.4% | -2.2% | -7.2% |
| YTD | +1.7% | -3.0% | +4.7% | +1.6% |
| 1Y | +1.5% | -23.8% | +25.4% | +5.0% |
| 3Y | +55.3% | +21.8% | +33.5% | +44.5% |
| 5Y | +37.7% | +59.6% | -21.9% | +15.1% |
| All | +37.7% | +59.4% | -21.7% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling