+39.4%
PPL vs CHRW
+83.1%
-43.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | +2.7% | -1.4% | +4.1% | +2.8% |
| 30D | +0.5% | -3.5% | +3.9% | +0.7% |
| 3M | +0.7% | -19.4% | +20.1% | +2.1% |
| 6M | -7.6% | -21.4% | +13.8% | -6.2% |
| YTD | +1.8% | -7.1% | +9.0% | +1.3% |
| 1Y | -0.8% | +17.8% | -18.6% | -4.0% |
| 3Y | +56.9% | +78.8% | -21.9% | +42.3% |
| All | +39.4% | +83.1% | -43.7% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling