+54.0%
PPL vs DVA
+178.6%
-124.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.1% | +0.2% |
| 7D | +1.8% | +2.2% | -0.5% | +1.4% |
| 30D | -1.1% | -2.0% | +0.9% | -0.8% |
| 3M | 0.0% | -6.3% | +6.3% | +0.6% |
| 6M | -7.6% | +19.4% | -27.0% | -11.0% |
| YTD | +1.7% | +58.5% | -56.8% | -7.0% |
| 1Y | +1.5% | +33.9% | -32.3% | -4.5% |
| 3Y | +55.3% | +88.4% | -33.2% | +34.7% |
| 5Y | +37.7% | +39.5% | -1.8% | +24.4% |
| 10Y | +54.0% | +179.5% | -125.5% | +19.7% |
| All | +54.0% | +178.6% | -124.6% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded DVA 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling