+161.5%
PPL vs CG
+351.2%
-189.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | +2.7% | -4.3% | +7.0% | +3.4% |
| 30D | +0.5% | -5.1% | +5.5% | +1.2% |
| 3M | +0.7% | +8.7% | -8.0% | -1.0% |
| 6M | -7.6% | -9.2% | +1.6% | -6.7% |
| YTD | +1.8% | -18.9% | +20.7% | +4.4% |
| 1Y | -0.8% | -25.6% | +24.9% | +2.9% |
| 3Y | +56.9% | +57.3% | -0.4% | +37.6% |
| 5Y | +39.5% | +10.2% | +29.4% | +26.9% |
| 10Y | +55.4% | +364.2% | -308.8% | +11.2% |
| All | +161.5% | +351.2% | -189.7% | +83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling