+65.0%
PPL vs CAG
-35.6%
+100.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.4% |
| 7D | -1.0% | -1.8% | +0.8% | -0.6% |
| 30D | +3.0% | +9.7% | -6.6% | +0.8% |
| 3M | +1.1% | +0.5% | +0.6% | +0.7% |
| 6M | -0.8% | +8.9% | -9.7% | -3.3% |
| YTD | +3.5% | -8.4% | +11.8% | +4.4% |
| 1Y | -0.9% | -8.3% | +7.4% | -0.1% |
| 3Y | +54.2% | -36.1% | +90.3% | +68.3% |
| 5Y | +46.3% | -40.1% | +86.4% | +61.9% |
| 10Y | +65.0% | -36.9% | +101.9% | +72.1% |
| All | +65.0% | -35.6% | +100.6% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling