+48.5%
PPL vs CAPR
+142.6%
-94.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.7% | -5.2% | -0.6% |
| 7D | +0.4% | +41.1% | -40.6% | +0.4% |
| 30D | +5.4% | +11.1% | -5.7% | +5.4% |
| 3M | +4.3% | +115.3% | -111.0% | +4.2% |
| 6M | -1.3% | -73.8% | +72.5% | -1.4% |
| YTD | +4.7% | -68.8% | +73.5% | +4.6% |
| 1Y | +1.3% | +43.3% | -42.1% | +1.4% |
| 3Y | +57.2% | +214.7% | -157.5% | +51.4% |
| All | +48.5% | +142.6% | -94.1% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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