+90.9%
CNC vs PPL
+55.2%
+35.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.6% |
| 7D | -1.0% | +1.8% | -2.8% | -1.8% |
| 30D | -1.8% | -1.1% | -0.7% | -1.4% |
| 3M | -0.7% | 0.0% | -0.7% | -1.1% |
| 6M | +47.9% | -7.6% | +55.5% | +52.9% |
| YTD | +56.9% | +1.7% | +55.2% | +54.1% |
| 1Y | +123.9% | +1.5% | +122.4% | +119.8% |
| 3Y | -1.3% | +55.3% | -56.5% | -23.1% |
| 5Y | +2.8% | +37.7% | -35.0% | -15.4% |
| 10Y | +90.9% | +54.0% | +36.9% | +39.1% |
| All | +90.9% | +55.2% | +35.7% | +39.1% |
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