+60.2%
PPL vs CHRW
+127.5%
-67.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | -0.2% |
| 7D | +0.4% | +0.6% | -0.2% | +0.3% |
| 30D | +5.4% | -7.3% | +12.7% | +6.3% |
| 3M | +4.3% | -14.2% | +18.4% | +6.0% |
| 6M | -1.3% | -25.1% | +23.7% | +1.6% |
| YTD | +4.7% | -21.2% | +25.9% | +6.0% |
| 1Y | +1.3% | -14.2% | +15.4% | +1.0% |
| 3Y | +57.2% | +63.5% | -6.3% | +35.4% |
| 5Y | +48.2% | +49.6% | -1.4% | +27.5% |
| All | +60.2% | +127.5% | -67.2% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling