+212.0%
PPL vs CF
+4,965.4%
-4,753.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +0.7% |
| 7D | +1.8% | -6.9% | +8.7% | +2.8% |
| 30D | +8.4% | -3.7% | +12.1% | +9.0% |
| 3M | +2.4% | -5.0% | +7.3% | +2.8% |
| 6M | -4.0% | -10.5% | +6.5% | -3.0% |
| YTD | +4.5% | +46.5% | -42.1% | -3.1% |
| 1Y | +1.7% | +34.8% | -33.1% | -4.5% |
| 3Y | +55.5% | +46.7% | +8.8% | +41.9% |
| 5Y | +47.0% | +112.0% | -65.0% | +22.6% |
| 10Y | +62.4% | +529.7% | -467.3% | +7.9% |
| All | +212.0% | +4,965.4% | -4,753.5% | +32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling