+231.7%
CTVA vs PPL
+56.3%
+175.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +4.9% | +2.7% | +2.3% | +3.6% |
| 30D | +11.9% | +0.5% | +11.5% | +11.5% |
| 3M | +13.7% | +0.7% | +13.0% | +13.1% |
| 6M | +13.1% | -7.6% | +20.7% | +17.1% |
| YTD | +32.0% | +1.8% | +30.1% | +29.8% |
| 1Y | +22.1% | -0.8% | +22.8% | +21.6% |
| 3Y | +77.5% | +56.9% | +20.6% | +37.1% |
| 5Y | +106.3% | +39.5% | +66.8% | +67.3% |
| All | +231.7% | +56.3% | +175.3% | +162.4% |
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