+54.7%
PPL vs CART
+41.0%
+13.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.5% | 0.0% |
| 7D | +1.8% | +1.4% | +0.4% | +1.7% |
| 30D | +8.4% | +29.7% | -21.3% | +7.3% |
| 3M | +2.4% | +29.7% | -27.3% | +1.3% |
| 6M | -4.0% | +36.8% | -40.7% | -5.1% |
| YTD | +4.5% | +31.7% | -27.2% | +3.1% |
| 1Y | +1.7% | +62.4% | -60.7% | -0.5% |
| 3Y | +55.5% | +120.1% | -64.6% | +46.5% |
| All | +54.7% | +41.0% | +13.7% | +45.7% |
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