+1,907.2%
CVS vs PPL
+2,096.5%
-189.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.0% | +2.7% | +1.3% | +3.1% |
| 30D | -2.4% | +0.5% | -2.9% | -2.6% |
| 3M | +2.7% | +0.7% | +2.0% | +2.4% |
| 6M | +21.9% | -7.6% | +29.5% | +24.6% |
| YTD | +24.7% | +1.8% | +22.9% | +23.6% |
| 1Y | +35.4% | -0.8% | +36.2% | +35.2% |
| 3Y | +65.2% | +56.9% | +8.3% | +42.1% |
| 5Y | +30.5% | +39.5% | -9.0% | +15.9% |
| 10Y | +40.4% | +55.4% | -15.0% | +18.1% |
| All | +1,907.2% | +2,096.5% | -189.3% | +786.8% |
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 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