+7.8%
PPL vs CAI
-8.1%
+15.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | +1.8% | +0.2% | +1.6% | +1.8% |
| 30D | -1.1% | +9.1% | -10.2% | -1.2% |
| 3M | 0.0% | +53.8% | -53.7% | -0.7% |
| 6M | -7.6% | +33.5% | -41.1% | -8.1% |
| YTD | +1.7% | -8.0% | +9.7% | +1.5% |
| 1Y | +1.5% | -28.7% | +30.2% | +2.1% |
| All | +7.8% | -8.1% | +15.8% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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