+123.4%
PPL vs CNH
+33.9%
+89.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +1.8% | +6.5% | -4.7% | +0.7% |
| 30D | +8.4% | -12.0% | +20.4% | +10.6% |
| 3M | +2.4% | +4.4% | -2.0% | +0.9% |
| 6M | -4.0% | +15.7% | -19.6% | -7.5% |
| YTD | +4.5% | +28.2% | -23.8% | -1.9% |
| 1Y | +1.7% | +14.8% | -13.1% | -2.7% |
| 3Y | +55.5% | +8.3% | +47.2% | +46.4% |
| 5Y | +47.0% | -15.2% | +62.2% | +42.6% |
| 10Y | +62.4% | +122.0% | -59.7% | +21.9% |
| All | +123.4% | +33.9% | +89.5% | +76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling