+39.4%
PPL vs CAG
-40.1%
+79.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +2.7% | -3.8% | +6.5% | +3.6% |
| 30D | +0.5% | +3.1% | -2.7% | -0.4% |
| 3M | +0.7% | +23.5% | -22.8% | -4.9% |
| 6M | -7.6% | -14.8% | +7.2% | -3.9% |
| YTD | +1.8% | -5.4% | +7.3% | +2.3% |
| 1Y | -0.8% | -11.8% | +11.0% | +1.6% |
| 3Y | +56.9% | -36.7% | +93.5% | +76.1% |
| All | +39.4% | -40.1% | +79.5% | +57.1% |
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