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  • PPL vs DRI✓SelectedUSD · DRIPPL vs DRI performance historyLatest closeAs of0.00%09/04
Stock and ETF performance explorer

PPL vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,720.8%
DRI return
+7,577.6%
Excess return
-5,856.8%
Maximum drawdown
-55.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D0.0%-0.5%+0.5%+0.1%
7D+2.7%+0.6%+2.1%+2.5%
30D+0.5%+3.8%-3.4%-0.3%
3M+0.7%+13.0%-12.4%-1.8%
6M-7.6%+8.3%-15.9%-9.3%
YTD+1.8%+20.6%-18.8%-2.3%
1Y-0.8%+6.5%-7.2%-2.7%
3Y+56.9%+53.7%+3.2%+42.1%
5Y+39.5%+72.7%-33.2%+22.2%
10Y+55.4%+363.2%-307.8%+7.5%
All+1,720.8%+7,577.6%-5,856.8%+728.4%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling