+5.1%
CNC vs PPL
+39.5%
-34.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +3.5% | +2.7% | +0.9% | +2.5% |
| 30D | +0.1% | +0.5% | -0.4% | -0.1% |
| 3M | +6.9% | +0.7% | +6.3% | +6.2% |
| 6M | +49.0% | -7.6% | +56.6% | +53.3% |
| YTD | +62.9% | +1.8% | +61.1% | +60.4% |
| 1Y | +134.0% | -0.8% | +134.8% | +132.6% |
| 3Y | +9.4% | +56.9% | -47.5% | -13.2% |
| All | +5.1% | +39.5% | -34.4% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling