+2,090.1%
PPL vs CMS
+457.8%
+1,632.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +2.7% | +0.4% | +2.3% | +2.5% |
| 30D | +0.5% | -3.6% | +4.1% | +2.0% |
| 3M | +0.7% | -1.9% | +2.6% | +1.5% |
| 6M | -7.6% | -11.0% | +3.4% | -3.0% |
| YTD | +1.8% | +0.2% | +1.6% | +1.8% |
| 1Y | -0.8% | -1.3% | +0.6% | -0.2% |
| 3Y | +56.9% | +35.9% | +20.9% | +38.6% |
| 5Y | +39.5% | +23.1% | +16.4% | +28.5% |
| 10Y | +55.4% | +117.9% | -62.5% | +17.9% |
| All | +2,090.1% | +457.8% | +1,632.3% | +1,003.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling