+54.2%
PPL vs CFG
+317.4%
-263.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.7% | +1.5% | +1.1% | +2.3% |
| 30D | +0.5% | -3.8% | +4.3% | +1.4% |
| 3M | +0.7% | +11.5% | -10.8% | -2.1% |
| 6M | -7.6% | +19.2% | -26.8% | -11.7% |
| YTD | +1.8% | +23.7% | -21.9% | -3.9% |
| 1Y | -0.8% | +38.8% | -39.6% | -9.2% |
| 3Y | +56.9% | +178.9% | -122.0% | +16.5% |
| 5Y | +39.5% | +101.8% | -62.3% | +9.6% |
| All | +54.2% | +317.4% | -263.3% | +1.6% |
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