+49.3%
PPL vs CAG
-38.4%
+87.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -2.0% | +0.1% |
| 7D | +1.0% | +11.4% | -10.3% | -1.6% |
| 30D | +6.8% | +16.7% | -9.8% | +2.9% |
| 3M | +3.9% | +4.5% | -0.7% | +2.4% |
| 6M | -2.0% | +13.3% | -15.4% | -5.6% |
| YTD | +5.3% | -4.2% | +9.4% | +5.2% |
| 1Y | +2.2% | -2.9% | +5.1% | +1.7% |
| 3Y | +56.7% | -33.2% | +89.9% | +72.4% |
| All | +49.3% | -38.4% | +87.7% | +67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling