-89.4%
CDE vs PPL
+2,096.5%
-2,185.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +0.5% | +2.7% | -2.1% | -0.5% |
| 30D | +21.9% | +0.5% | +21.4% | +21.7% |
| 3M | +14.9% | +0.7% | +14.3% | +14.4% |
| 6M | -10.5% | -7.6% | -2.9% | -8.1% |
| YTD | +19.3% | +1.8% | +17.4% | +18.0% |
| 1Y | +50.8% | -0.8% | +51.6% | +50.6% |
| 3Y | +782.3% | +56.9% | +725.4% | +638.8% |
| 5Y | +191.7% | +39.5% | +152.2% | +156.9% |
| 10Y | +57.6% | +55.4% | +2.2% | +31.0% |
| All | -89.4% | +2,096.5% | -2,185.8% | -90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling