+179.0%
CAH vs PPL
+56.0%
+123.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.0% | +1.6% |
| 7D | +8.5% | +0.4% | +8.1% | +8.3% |
| 30D | +17.0% | +5.4% | +11.6% | +15.0% |
| 3M | +14.6% | +4.3% | +10.3% | +12.9% |
| 6M | +42.5% | -1.3% | +43.9% | +43.0% |
| YTD | +33.5% | +4.7% | +28.8% | +31.8% |
| 1Y | +38.5% | +1.3% | +37.3% | +38.1% |
| 3Y | +179.0% | +57.2% | +121.8% | +169.8% |
| All | +179.0% | +56.0% | +123.0% | +169.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling