+5,439.0%
CL vs PPL
+2,153.2%
+3,285.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +7.7% | +1.8% | +5.9% | +7.1% |
| 30D | +15.2% | +8.4% | +6.8% | +12.5% |
| 3M | +7.3% | +2.4% | +5.0% | +6.5% |
| 6M | +17.0% | -4.0% | +21.0% | +18.3% |
| YTD | +28.0% | +4.5% | +23.5% | +26.0% |
| 1Y | +32.1% | +1.7% | +30.4% | +31.1% |
| 3Y | +41.5% | +55.5% | -14.0% | +23.1% |
| 5Y | +43.9% | +47.0% | -3.1% | +26.6% |
| 10Y | +79.8% | +62.4% | +17.4% | +49.6% |
| All | +5,439.0% | +2,153.2% | +3,285.8% | +1,699.9% |
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