+39.4%
PPL vs CMS
+23.4%
+16.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +2.7% | +0.4% | +2.3% | +2.4% |
| 30D | +0.5% | -3.6% | +4.1% | +3.3% |
| 3M | +0.7% | -1.9% | +2.6% | +2.1% |
| 6M | -7.6% | -11.0% | +3.4% | +0.7% |
| YTD | +1.8% | +0.2% | +1.6% | +1.3% |
| 1Y | -0.8% | -1.3% | +0.6% | -0.1% |
| 3Y | +56.9% | +35.9% | +20.9% | +23.7% |
| All | +39.4% | +23.4% | +16.0% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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