-69.2%
CPNG vs PPL
+59.5%
-128.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.1% |
| 7D | -6.8% | -0.4% | -6.4% | -6.6% |
| 30D | +5.5% | +2.6% | +2.8% | +4.4% |
| 3M | -6.8% | +0.8% | -7.6% | -7.2% |
| 6M | -4.8% | +1.4% | -6.2% | -5.9% |
| YTD | -35.6% | +4.3% | -39.9% | -37.3% |
| 1Y | -46.8% | +0.8% | -47.5% | -47.4% |
| 3Y | -0.8% | +57.9% | -58.7% | -22.8% |
| 5Y | -42.9% | +48.3% | -91.2% | -53.9% |
| All | -69.2% | +59.5% | -128.7% | -75.2% |
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