+2,088.2%
PPL vs CGNX
+12,469.7%
-10,381.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.8% | +3.6% | -1.8% | +1.5% |
| 30D | -1.1% | -6.8% | +5.8% | -0.6% |
| 3M | 0.0% | -0.1% | +0.2% | -0.3% |
| 6M | -7.6% | +26.2% | -33.8% | -9.8% |
| YTD | +1.7% | +73.7% | -72.0% | -3.7% |
| 1Y | +1.5% | +40.4% | -38.9% | -2.5% |
| 3Y | +55.3% | +46.1% | +9.2% | +46.5% |
| 5Y | +37.7% | -25.6% | +63.3% | +35.7% |
| 10Y | +54.0% | +171.3% | -117.3% | +35.1% |
| All | +2,088.2% | +12,469.7% | -10,381.5% | +1,403.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling