+51.2%
PPL vs CGNX
+44.3%
+6.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.5% |
| 7D | 0.0% | +3.2% | -3.2% | 0.0% |
| 30D | -1.3% | -3.7% | +2.5% | -1.2% |
| 3M | -2.6% | +1.0% | -3.6% | -2.7% |
| 6M | -8.4% | +22.1% | -30.5% | -9.0% |
| YTD | +0.2% | +72.7% | -72.5% | -1.4% |
| 1Y | -0.2% | +40.4% | -40.6% | -1.5% |
| All | +51.2% | +44.3% | +6.9% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling