+37.4%
PPL vs CGNX
-27.6%
+65.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -1.8% | +1.5% | -3.2% | -1.8% |
| 30D | -2.2% | -1.8% | -0.4% | -2.2% |
| 3M | -3.1% | +5.3% | -8.3% | -3.6% |
| 6M | -8.1% | +22.3% | -30.4% | -9.7% |
| YTD | 0.0% | +72.2% | -72.1% | -4.4% |
| 1Y | -1.3% | +39.8% | -41.2% | -4.5% |
| 3Y | +52.7% | +44.8% | +7.8% | +44.5% |
| 5Y | +37.4% | -27.0% | +64.4% | +32.8% |
| All | +37.4% | -27.6% | +65.0% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling