+421.5%
CAH vs PPL
+62.1%
+359.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | +7.8% | -1.2% | +9.1% | +8.4% |
| 30D | +15.5% | +4.2% | +11.2% | +13.4% |
| 3M | +16.3% | +1.5% | +14.8% | +15.4% |
| 6M | +50.0% | +1.0% | +49.0% | +48.9% |
| YTD | +34.7% | +4.4% | +30.3% | +31.9% |
| 1Y | +35.9% | +0.8% | +35.2% | +35.0% |
| 3Y | +178.5% | +56.5% | +122.0% | +126.8% |
| 5Y | +515.7% | +47.7% | +468.0% | +408.7% |
| 10Y | +421.5% | +64.4% | +357.1% | +298.1% |
| All | +421.5% | +62.1% | +359.3% | +298.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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