+10.9%
PPL vs CAI
-6.6%
+17.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.6% |
| 7D | +0.4% | -26.5% | +26.9% | +0.3% |
| 30D | +5.4% | -6.9% | +12.3% | +5.3% |
| 3M | +4.3% | +26.1% | -21.9% | +3.6% |
| 6M | -1.3% | +31.9% | -33.2% | -2.1% |
| YTD | +4.7% | -6.5% | +11.2% | +4.1% |
| 1Y | +1.3% | +2.5% | -1.3% | +0.5% |
| All | +10.9% | -6.6% | +17.4% | +9.9% |
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