+60.2%
PPL vs CFG
+242.7%
-182.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.3% |
| 7D | +0.4% | -0.9% | +1.3% | +0.6% |
| 30D | +5.4% | +1.1% | +4.4% | +5.1% |
| 3M | +4.3% | -12.0% | +16.3% | +7.4% |
| 6M | -1.3% | -2.2% | +0.9% | -1.1% |
| YTD | +4.7% | +11.4% | -6.7% | +1.2% |
| 1Y | +1.3% | +27.8% | -26.6% | -5.5% |
| 3Y | +57.2% | +173.3% | -116.1% | +17.0% |
| 5Y | +48.2% | +62.4% | -14.2% | +23.3% |
| All | +60.2% | +242.7% | -182.5% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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