-66.9%
CPNG vs PPL
+60.1%
-127.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | +13.4% | +0.4% | +12.9% | +13.2% |
| 30D | +10.0% | +5.4% | +4.5% | +7.8% |
| 3M | -0.4% | +4.3% | -4.6% | -2.1% |
| 6M | -8.9% | -1.3% | -7.6% | -9.0% |
| YTD | -30.9% | +4.7% | -35.6% | -32.9% |
| 1Y | -43.8% | +1.3% | -45.1% | -44.6% |
| 3Y | -2.5% | +57.2% | -59.7% | -23.8% |
| 5Y | -45.6% | +48.2% | -93.8% | -56.2% |
| All | -66.9% | +60.1% | -127.0% | -73.4% |
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