+1,201.7%
PPL vs CNI
+6,784.8%
-5,583.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -1.0% |
| 7D | -1.2% | +0.3% | -1.5% | -1.3% |
| 30D | +4.2% | +8.0% | -3.8% | +1.9% |
| 3M | +1.5% | +1.0% | +0.5% | +1.1% |
| 6M | +1.0% | +15.2% | -14.1% | -3.3% |
| YTD | +4.4% | +30.9% | -26.5% | -4.2% |
| 1Y | +0.8% | +36.2% | -35.4% | -8.7% |
| 3Y | +56.5% | +22.6% | +33.9% | +44.5% |
| 5Y | +47.7% | +6.4% | +41.3% | +41.1% |
| 10Y | +64.4% | +142.0% | -77.6% | +22.2% |
| All | +1,201.7% | +6,784.8% | -5,583.1% | +400.4% |
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