+1,192.2%
PPL vs CHRW
+3,613.5%
-2,421.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.4% |
| 7D | +1.0% | +0.7% | +0.3% | +0.9% |
| 30D | +6.8% | -5.0% | +11.8% | +7.4% |
| 3M | +3.9% | -16.1% | +20.0% | +6.3% |
| 6M | -2.0% | -22.6% | +20.6% | +0.9% |
| YTD | +5.3% | -19.3% | +24.6% | +6.8% |
| 1Y | +2.2% | -14.9% | +17.1% | +2.7% |
| 3Y | +56.7% | +68.0% | -11.3% | +37.5% |
| 5Y | +49.1% | +53.2% | -4.1% | +31.2% |
| 10Y | +63.6% | +134.8% | -71.2% | +31.4% |
| All | +1,192.2% | +3,613.5% | -2,421.3% | +733.1% |
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 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