+2,151.7%
PPL vs DTE
+3,497.0%
-1,345.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.7% |
| 7D | +0.4% | -0.3% | +0.7% | +0.6% |
| 30D | +5.4% | +6.2% | -0.7% | +1.1% |
| 3M | +4.3% | -2.6% | +6.9% | +6.1% |
| 6M | -1.3% | -3.5% | +2.2% | +1.1% |
| YTD | +4.7% | +7.4% | -2.7% | -0.7% |
| 1Y | +1.3% | +4.2% | -3.0% | -2.0% |
| 3Y | +57.2% | +51.7% | +5.5% | +16.7% |
| 5Y | +48.2% | +39.7% | +8.6% | +16.3% |
| 10Y | +62.7% | +137.5% | -74.7% | -12.5% |
| All | +2,151.7% | +3,497.0% | -1,345.3% | +206.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling