+1,149.9%
PPL vs CHRW
+4,173.0%
-3,023.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | +2.7% | -1.4% | +4.1% | +2.9% |
| 30D | +0.5% | -3.5% | +3.9% | +1.0% |
| 3M | +0.7% | -19.4% | +20.1% | +3.6% |
| 6M | -7.6% | -21.4% | +13.8% | -4.9% |
| YTD | +1.8% | -7.1% | +9.0% | +1.5% |
| 1Y | -0.8% | +17.8% | -18.6% | -5.3% |
| 3Y | +56.9% | +78.8% | -21.9% | +37.0% |
| 5Y | +39.5% | +83.5% | -44.0% | +19.7% |
| 10Y | +55.4% | +160.2% | -104.8% | +23.3% |
| All | +1,149.9% | +4,173.0% | -3,023.1% | +691.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling