+12.5%
CVS vs PPL
+46.2%
-33.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +0.9% |
| 7D | +12.0% | -1.0% | +12.9% | +12.3% |
| 30D | +2.8% | +3.0% | -0.3% | +1.6% |
| 3M | -3.6% | +1.1% | -4.7% | -4.1% |
| 6M | -1.6% | -0.8% | -0.9% | -1.6% |
| YTD | +16.3% | +3.5% | +12.8% | +14.0% |
| 1Y | +15.5% | -0.9% | +16.4% | +15.2% |
| 3Y | +48.1% | +54.2% | -6.1% | +20.7% |
| All | +12.5% | +46.2% | -33.7% | -7.8% |
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