+61.1%
PPL vs CF
+557.2%
-496.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.2% | -5.4% | -0.1% |
| 7D | +1.0% | +0.4% | +0.6% | +0.9% |
| 30D | +6.8% | +2.2% | +4.6% | +6.4% |
| 3M | +3.9% | +2.1% | +1.7% | +3.2% |
| 6M | -2.0% | -6.5% | +4.5% | -1.7% |
| YTD | +5.3% | +55.6% | -50.3% | -3.6% |
| 1Y | +2.2% | +42.3% | -40.1% | -5.1% |
| 3Y | +56.7% | +55.7% | +1.0% | +40.8% |
| 5Y | +49.1% | +122.4% | -73.4% | +19.4% |
| All | +61.1% | +557.2% | -496.0% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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