+65.7%
PPL vs DRI
+330.2%
-264.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -2.2% | -0.3% | -1.9% | -2.1% |
| 30D | +1.7% | +10.8% | -9.2% | -0.8% |
| 3M | +0.1% | +0.9% | -0.8% | -0.3% |
| 6M | -1.5% | +16.3% | -17.9% | -5.4% |
| YTD | +3.0% | +27.8% | -24.8% | -3.8% |
| 1Y | -1.4% | +33.9% | -35.3% | -9.0% |
| 3Y | +53.5% | +67.2% | -13.7% | +32.1% |
| 5Y | +46.4% | +79.0% | -32.6% | +22.0% |
| All | +65.7% | +330.2% | -264.5% | +12.9% |
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