+59.9%
PPL vs CF
+73.9%
-14.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.1% |
| 7D | +2.7% | +6.0% | -3.3% | +2.4% |
| 30D | +0.5% | +14.8% | -14.4% | -0.1% |
| 3M | +0.7% | +14.1% | -13.4% | +0.1% |
| 6M | -7.6% | +28.5% | -36.1% | -9.0% |
| YTD | +1.8% | +74.9% | -73.1% | -1.9% |
| 1Y | -0.8% | +61.7% | -62.4% | -3.9% |
| All | +59.9% | +73.9% | -14.0% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling