+55.0%
PPL vs CART
+38.4%
+16.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.6% |
| 7D | +0.4% | +3.0% | -2.5% | +0.3% |
| 30D | +5.4% | +28.6% | -23.1% | +4.4% |
| 3M | +4.3% | +29.1% | -24.8% | +3.2% |
| 6M | -1.3% | +44.7% | -46.1% | -2.8% |
| YTD | +4.7% | +29.2% | -24.5% | +3.4% |
| 1Y | +1.3% | +66.2% | -64.9% | -1.1% |
| 3Y | +57.2% | +112.8% | -55.6% | +48.3% |
| All | +55.0% | +38.4% | +16.6% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling