+147.2%
PPL vs CAPR
-99.1%
+246.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.3% | -8.2% | 0.0% |
| 7D | +1.8% | +43.2% | -41.4% | +1.6% |
| 30D | +8.4% | +14.7% | -6.2% | +8.3% |
| 3M | +2.4% | +113.9% | -111.5% | +1.9% |
| 6M | -4.0% | -73.4% | +69.4% | -3.7% |
| YTD | +4.5% | -69.1% | +73.5% | +4.6% |
| 1Y | +1.7% | +47.2% | -45.5% | +0.1% |
| 3Y | +55.5% | +210.8% | -155.3% | +50.9% |
| 5Y | +47.0% | +134.1% | -87.1% | +42.3% |
| 10Y | +62.4% | -67.3% | +129.7% | +53.2% |
| All | +147.2% | -99.1% | +246.3% | +128.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling