+39.4%
PPL vs CFG
+101.4%
-61.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.7% | +1.5% | +1.1% | +2.4% |
| 30D | +0.5% | -3.8% | +4.3% | +1.1% |
| 3M | +0.7% | +11.5% | -10.8% | -1.1% |
| 6M | -7.6% | +19.2% | -26.8% | -10.3% |
| YTD | +1.8% | +23.7% | -21.9% | -2.0% |
| 1Y | -0.8% | +38.8% | -39.6% | -6.5% |
| 3Y | +56.9% | +178.9% | -122.0% | +26.8% |
| All | +39.4% | +101.4% | -61.9% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling