0.0%
PPL vs CART
+53.7%
-53.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | 0.0% | +0.3% | -0.2% | 0.0% |
| 30D | +4.3% | +22.4% | -18.1% | +3.6% |
| 3M | +2.9% | +15.6% | -12.7% | +2.4% |
| 6M | +1.1% | +44.9% | -43.8% | +0.6% |
| YTD | +4.5% | +30.0% | -25.5% | +1.0% |
| All | 0.0% | +53.7% | -53.7% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling