+401.3%
CAH vs PPL
+39.3%
+362.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +0.5% | +1.8% | -1.3% | -0.2% |
| 30D | +1.7% | -1.1% | +2.8% | +2.1% |
| 3M | +17.9% | 0.0% | +17.8% | +17.7% |
| 6M | +10.9% | -7.6% | +18.5% | +14.4% |
| YTD | +17.9% | +1.7% | +16.1% | +17.0% |
| 1Y | +61.7% | +1.5% | +60.2% | +60.6% |
| 3Y | +183.7% | +55.3% | +128.5% | +135.4% |
| 5Y | +401.3% | +37.7% | +363.6% | +337.1% |
| All | +401.3% | +39.3% | +362.0% | +337.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling