+66.8%
PPL vs CNH
+107.8%
-41.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.4% | +0.9% |
| 7D | 0.0% | +4.5% | -4.5% | -1.0% |
| 30D | +4.3% | +7.6% | -3.3% | +2.6% |
| 3M | +2.9% | +17.0% | -14.0% | -1.0% |
| 6M | +1.1% | +12.9% | -11.8% | -2.6% |
| YTD | +4.5% | +34.3% | -29.8% | -3.7% |
| 1Y | +0.1% | +28.5% | -28.4% | -7.0% |
| 3Y | +55.7% | +31.9% | +23.8% | +38.8% |
| 5Y | +47.6% | -9.6% | +57.2% | +40.2% |
| 10Y | +66.8% | +106.3% | -39.5% | +25.3% |
| All | +66.8% | +107.8% | -41.0% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling