-66.7%
CPNG vs PPL
+59.7%
-126.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +11.7% | -1.2% | +12.9% | +12.2% |
| 30D | +3.8% | +4.2% | -0.4% | +2.1% |
| 3M | +1.2% | +1.5% | -0.3% | +0.4% |
| 6M | -3.3% | +1.0% | -4.3% | -4.3% |
| YTD | -30.4% | +4.4% | -34.8% | -32.3% |
| 1Y | -43.1% | +0.8% | -43.9% | -43.8% |
| 3Y | +8.2% | +56.5% | -48.2% | -15.4% |
| 5Y | -44.7% | +47.7% | -92.4% | -55.4% |
| All | -66.7% | +59.7% | -126.3% | -73.2% |
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