+145.0%
CI vs PPL
+54.8%
+90.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +1.3% | +2.7% | -1.4% | 0.0% |
| 30D | +4.4% | +0.5% | +4.0% | +4.2% |
| 3M | +0.7% | +0.7% | 0.0% | +0.2% |
| 6M | +0.3% | -7.6% | +7.9% | +3.9% |
| YTD | +3.8% | +1.8% | +2.0% | +2.3% |
| 1Y | -5.5% | -0.8% | -4.7% | -5.9% |
| 3Y | +8.1% | +56.9% | -48.8% | -15.2% |
| 5Y | +42.8% | +39.5% | +3.3% | +17.7% |
| All | +145.0% | +54.8% | +90.2% | +88.9% |
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