+7,463.6%
CI vs PPL
+2,096.5%
+5,367.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +1.3% | +2.7% | -1.4% | +0.1% |
| 30D | +4.4% | +0.5% | +4.0% | +4.2% |
| 3M | +0.7% | +0.7% | 0.0% | +0.3% |
| 6M | +0.3% | -7.6% | +7.9% | +3.6% |
| YTD | +3.8% | +1.8% | +2.0% | +2.5% |
| 1Y | -5.5% | -0.8% | -4.7% | -5.8% |
| 3Y | +8.1% | +56.9% | -48.8% | -13.1% |
| 5Y | +42.8% | +39.5% | +3.3% | +20.1% |
| 10Y | +143.9% | +55.4% | +88.5% | +89.1% |
| All | +7,463.6% | +2,096.5% | +5,367.1% | +1,767.9% |
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 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