-2.2%
PPL vs CGNX
+45.2%
-47.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -0.4% |
| 7D | -2.1% | +3.2% | -5.3% | -2.1% |
| 30D | -3.1% | +6.0% | -9.1% | -3.1% |
| 3M | -3.1% | +3.5% | -6.6% | -3.2% |
| 6M | -8.0% | +26.3% | -34.3% | -8.3% |
| YTD | -0.3% | +79.2% | -79.6% | -0.4% |
| 1Y | -2.2% | +43.8% | -46.0% | -3.4% |
| All | -2.2% | +45.2% | -47.4% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling