+60.2%
PPL vs DRI
+367.2%
-306.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.3% |
| 7D | +0.4% | +2.8% | -2.4% | -0.3% |
| 30D | +5.4% | +13.3% | -7.8% | +2.4% |
| 3M | +4.3% | +8.2% | -3.9% | +2.1% |
| 6M | -1.3% | +17.5% | -18.9% | -5.4% |
| YTD | +4.7% | +26.9% | -22.2% | -1.9% |
| 1Y | +1.3% | +31.6% | -30.3% | -6.0% |
| 3Y | +57.2% | +67.0% | -9.7% | +35.5% |
| 5Y | +48.2% | +72.9% | -24.7% | +24.8% |
| All | +60.2% | +367.2% | -306.9% | +17.9% |
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