+99.4%
PPL vs CFG
+351.2%
-251.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.5% |
| 7D | +1.0% | -2.2% | +3.2% | +1.5% |
| 30D | +6.8% | +0.4% | +6.4% | +6.7% |
| 3M | +3.9% | -12.6% | +16.4% | +6.9% |
| 6M | -2.0% | +0.6% | -2.6% | -2.5% |
| YTD | +5.3% | +12.4% | -7.2% | +1.8% |
| 1Y | +2.2% | +27.7% | -25.5% | -4.2% |
| 3Y | +56.7% | +172.4% | -115.6% | +19.2% |
| 5Y | +49.1% | +64.0% | -14.9% | +25.3% |
| 10Y | +63.6% | +252.8% | -189.2% | +4.7% |
| All | +99.4% | +351.2% | -251.8% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling