+5.7%
CVS vs PPL
+47.9%
-42.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.3% |
| 7D | -7.1% | +0.4% | -7.5% | -7.3% |
| 30D | -4.0% | +5.4% | -9.4% | -5.8% |
| 3M | -12.2% | +4.3% | -16.5% | -13.6% |
| 6M | -2.2% | -1.3% | -0.8% | -2.0% |
| YTD | +8.9% | +4.7% | +4.2% | +6.4% |
| 1Y | +9.9% | +1.3% | +8.6% | +8.7% |
| 3Y | +32.1% | +57.2% | -25.1% | +6.9% |
| All | +5.7% | +47.9% | -42.2% | -13.9% |
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