+67.9%
PPL vs CG
+278.5%
-210.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | -0.4% | +0.2% | -0.5% | -0.5% |
| 30D | +2.6% | +11.2% | -8.5% | +0.6% |
| 3M | +0.8% | -22.1% | +22.9% | +5.0% |
| 6M | +1.4% | -17.9% | +19.3% | +4.3% |
| YTD | +4.3% | -31.3% | +35.6% | +10.1% |
| 1Y | +0.8% | -24.0% | +24.7% | +4.2% |
| 3Y | +57.9% | +45.0% | +12.9% | +36.1% |
| 5Y | +48.3% | -22.6% | +71.0% | +43.7% |
| All | +67.9% | +278.5% | -210.6% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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