+49.1%
PPL vs DRI
+77.7%
-28.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | +1.0% | +3.7% | -2.7% | +0.4% |
| 30D | +6.8% | +13.5% | -6.7% | +4.5% |
| 3M | +3.9% | +10.4% | -6.5% | +1.9% |
| 6M | -2.0% | +19.5% | -21.5% | -5.3% |
| YTD | +5.3% | +28.2% | -22.9% | -0.1% |
| 1Y | +2.2% | +31.0% | -28.8% | -3.5% |
| 3Y | +56.7% | +67.1% | -10.3% | +38.6% |
| 5Y | +49.1% | +74.7% | -25.6% | +28.3% |
| All | +49.1% | +77.7% | -28.6% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling