+64.4%
PPL vs DRI
+370.8%
-306.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | -1.2% | +3.1% | -4.3% | -2.0% |
| 30D | +4.2% | +16.2% | -12.0% | +0.6% |
| 3M | +1.5% | +8.4% | -6.9% | -0.6% |
| 6M | +1.0% | +19.0% | -18.0% | -3.4% |
| YTD | +4.4% | +28.8% | -24.4% | -2.6% |
| 1Y | +0.8% | +33.1% | -32.4% | -6.8% |
| 3Y | +56.5% | +70.8% | -14.3% | +34.0% |
| 5Y | +47.7% | +74.2% | -26.6% | +23.9% |
| 10Y | +64.4% | +345.5% | -281.1% | +13.6% |
| All | +64.4% | +370.8% | -306.4% | +13.6% |
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