+49.1%
PPL vs CAPR
+126.3%
-77.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +0.8% |
| 7D | +1.0% | +29.7% | -28.7% | +1.0% |
| 30D | +6.8% | +11.0% | -4.1% | +6.8% |
| 3M | +3.9% | +118.8% | -115.0% | +3.8% |
| 6M | -2.0% | -73.9% | +71.9% | -2.1% |
| YTD | +5.3% | -70.2% | +75.5% | +5.2% |
| 1Y | +2.2% | +38.3% | -36.1% | +2.3% |
| 3Y | +56.7% | +199.7% | -142.9% | +50.9% |
| 5Y | +49.1% | +130.6% | -81.5% | +40.0% |
| All | +49.1% | +126.3% | -77.2% | +40.0% |
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