+2,164.3%
PPL vs CMS
+475.9%
+1,688.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +1.0% | +1.7% | -0.6% | +0.3% |
| 30D | +6.8% | +8.6% | -1.8% | +3.2% |
| 3M | +3.9% | -0.5% | +4.3% | +4.1% |
| 6M | -2.0% | -4.2% | +2.1% | -0.2% |
| YTD | +5.3% | +3.4% | +1.8% | +3.8% |
| 1Y | +2.2% | +0.4% | +1.7% | +2.0% |
| 3Y | +56.7% | +38.2% | +18.5% | +37.4% |
| 5Y | +49.1% | +35.4% | +13.7% | +32.2% |
| 10Y | +63.6% | +131.7% | -68.0% | +21.2% |
| All | +2,164.3% | +475.9% | +1,688.4% | +1,025.6% |
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