+54.2%
PPL vs DRI
+361.6%
-307.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +2.7% | +0.6% | +2.1% | +2.5% |
| 30D | +0.5% | +3.8% | -3.4% | -0.5% |
| 3M | +0.7% | +13.0% | -12.4% | -2.4% |
| 6M | -7.6% | +8.3% | -15.9% | -9.7% |
| YTD | +1.8% | +20.6% | -18.8% | -3.3% |
| 1Y | -0.8% | +6.5% | -7.2% | -3.1% |
| 3Y | +56.9% | +53.7% | +3.2% | +38.0% |
| 5Y | +39.5% | +72.7% | -33.2% | +17.2% |
| All | +54.2% | +361.6% | -307.4% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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