+54.0%
PPL vs DTE
+138.6%
-84.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.8% |
| 7D | +1.8% | +0.9% | +0.9% | +1.1% |
| 30D | -1.1% | -1.9% | +0.8% | +0.4% |
| 3M | 0.0% | -3.3% | +3.4% | +2.7% |
| 6M | -7.6% | -7.1% | -0.5% | -2.5% |
| YTD | +1.7% | +8.1% | -6.4% | -4.6% |
| 1Y | +1.5% | +5.3% | -3.7% | -2.8% |
| 3Y | +55.3% | +48.2% | +7.1% | +13.3% |
| 5Y | +37.7% | +33.2% | +4.5% | +8.6% |
| 10Y | +54.0% | +137.5% | -83.5% | -26.6% |
| All | +54.0% | +138.6% | -84.6% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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