+65.0%
PPL vs CNP
+142.1%
-77.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.6% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | +3.0% | +5.0% | -2.0% | -0.2% |
| 3M | +1.1% | +2.7% | -1.5% | -0.7% |
| 6M | -0.8% | -1.9% | +1.1% | +0.2% |
| YTD | +3.5% | +8.8% | -5.3% | -2.2% |
| 1Y | -0.9% | +5.6% | -6.6% | -4.6% |
| 3Y | +54.2% | +63.2% | -9.0% | +12.4% |
| 5Y | +46.3% | +73.8% | -27.5% | +2.9% |
| 10Y | +65.0% | +144.0% | -79.0% | -18.1% |
| All | +65.0% | +142.1% | -77.1% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling