+54.2%
PPL vs DOC
-2.1%
+56.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.8% |
| 7D | +2.7% | -1.5% | +4.1% | +3.3% |
| 30D | +0.5% | -4.8% | +5.2% | +2.5% |
| 3M | +0.7% | +6.9% | -6.2% | -2.4% |
| 6M | -7.6% | +20.7% | -28.3% | -16.1% |
| YTD | +1.8% | +34.1% | -32.3% | -12.2% |
| 1Y | -0.8% | +22.6% | -23.4% | -11.1% |
| 3Y | +56.9% | +20.8% | +36.0% | +38.2% |
| 5Y | +39.5% | -24.9% | +64.4% | +53.0% |
| All | +54.2% | -2.1% | +56.2% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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