+1,190.0%
PPL vs CNI
+6,804.3%
-5,614.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -1.0% | -1.1% | +0.1% | -0.7% |
| 30D | +3.0% | +7.6% | -4.6% | +0.8% |
| 3M | +1.1% | +1.6% | -0.4% | +0.5% |
| 6M | -0.8% | +16.6% | -17.4% | -5.4% |
| YTD | +3.5% | +31.3% | -27.8% | -5.1% |
| 1Y | -0.9% | +35.2% | -36.1% | -10.0% |
| 3Y | +54.2% | +21.5% | +32.7% | +42.8% |
| 5Y | +46.3% | +8.5% | +37.8% | +39.0% |
| 10Y | +65.0% | +142.9% | -77.8% | +22.6% |
| All | +1,190.0% | +6,804.3% | -5,614.3% | +395.5% |
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