+4,850.5%
CL vs PPL
+2,096.5%
+2,754.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.2% | +2.7% | -4.8% | -3.0% |
| 30D | -4.8% | +0.5% | -5.3% | -5.0% |
| 3M | +4.9% | +0.7% | +4.3% | +4.7% |
| 6M | -5.7% | -7.6% | +1.9% | -3.5% |
| YTD | +14.4% | +1.8% | +12.6% | +13.5% |
| 1Y | +8.7% | -0.8% | +9.5% | +8.7% |
| 3Y | +30.0% | +56.9% | -26.9% | +12.6% |
| 5Y | +28.4% | +39.5% | -11.2% | +14.7% |
| 10Y | +50.1% | +55.4% | -5.3% | +26.4% |
| All | +4,850.5% | +2,096.5% | +2,754.0% | +1,520.9% |
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