+1,169.6%
PPL vs CNI
+6,541.6%
-5,372.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +2.7% | -2.1% | +4.8% | +3.3% |
| 30D | +0.5% | -3.3% | +3.7% | +1.4% |
| 3M | +0.7% | +3.8% | -3.1% | -0.5% |
| 6M | -7.6% | +12.7% | -20.3% | -11.1% |
| YTD | +1.8% | +26.3% | -24.5% | -5.5% |
| 1Y | -0.8% | +29.9% | -30.6% | -8.8% |
| 3Y | +56.9% | +15.9% | +40.9% | +47.3% |
| 5Y | +39.5% | +6.9% | +32.6% | +33.0% |
| 10Y | +55.4% | +126.8% | -71.4% | +17.7% |
| All | +1,169.6% | +6,541.6% | -5,372.0% | +393.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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