+58.1%
PPL vs CAG
-34.3%
+92.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.2% |
| 7D | 0.0% | +6.6% | -6.6% | -1.1% |
| 30D | +4.3% | +13.9% | -9.6% | +2.0% |
| 3M | +2.9% | +4.0% | -1.1% | +2.0% |
| 6M | +1.1% | +10.0% | -8.9% | -0.9% |
| YTD | +4.5% | -6.1% | +10.6% | +4.8% |
| 1Y | +0.1% | -4.3% | +4.4% | 0.0% |
| All | +58.1% | -34.3% | +92.5% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling