+146.4%
CI vs PPL
+65.8%
+80.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.1% |
| 7D | -1.3% | -1.0% | -0.3% | -0.8% |
| 30D | +6.4% | +3.0% | +3.4% | +4.8% |
| 3M | +10.7% | +1.1% | +9.6% | +10.0% |
| 6M | +5.5% | -0.8% | +6.2% | +5.6% |
| YTD | +11.4% | +3.5% | +7.9% | +8.8% |
| 1Y | +15.0% | -0.9% | +15.9% | +14.7% |
| 3Y | +9.0% | +54.2% | -45.2% | -13.9% |
| 5Y | +52.0% | +46.3% | +5.7% | +21.7% |
| All | +146.4% | +65.8% | +80.6% | +88.0% |
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