+9.0%
PPL vs CAI
-11.3%
+20.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.5% |
| 7D | -2.2% | -8.0% | +5.8% | -2.2% |
| 30D | +1.7% | -18.9% | +20.5% | +1.5% |
| 3M | +0.1% | +7.6% | -7.5% | -0.3% |
| 6M | -1.5% | +43.0% | -44.5% | -2.5% |
| YTD | +3.0% | -11.2% | +14.2% | +2.4% |
| 1Y | -1.4% | -3.3% | +1.8% | -2.2% |
| All | +9.0% | -11.3% | +20.3% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling