+1,760.0%
CVS vs PPL
+2,153.2%
-393.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.4% | +4.4% |
| 7D | -2.6% | 0.0% | -2.7% | -2.6% |
| 30D | +4.0% | +4.3% | -0.2% | +2.7% |
| 3M | -6.3% | +2.9% | -9.2% | -7.2% |
| 6M | -0.4% | +1.1% | -1.5% | -0.9% |
| YTD | +15.6% | +4.5% | +11.2% | +13.5% |
| 1Y | +18.3% | +0.1% | +18.2% | +17.7% |
| 3Y | +47.3% | +55.7% | -8.4% | +27.0% |
| 5Y | +13.2% | +47.6% | -34.4% | -1.3% |
| 10Y | +57.2% | +66.8% | -9.7% | +29.7% |
| All | +1,760.0% | +2,153.2% | -393.2% | +714.7% |
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