+49.1%
PPL vs CNH
-17.9%
+67.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +1.2% |
| 7D | +1.0% | -0.4% | +1.4% | +1.1% |
| 30D | +6.8% | -15.2% | +22.0% | +8.5% |
| 3M | +3.9% | +4.3% | -0.4% | +2.9% |
| 6M | -2.0% | +10.1% | -12.1% | -3.7% |
| YTD | +5.3% | +23.2% | -17.9% | +1.6% |
| 1Y | +2.2% | +8.5% | -6.3% | +0.1% |
| 3Y | +56.7% | +4.1% | +52.7% | +51.1% |
| 5Y | +49.1% | -17.8% | +66.9% | +44.6% |
| All | +49.1% | -17.9% | +67.0% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling