+48.5%
PPL vs CNP
+73.6%
-25.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.8% |
| 7D | +0.4% | -4.2% | +4.6% | +3.4% |
| 30D | +5.4% | +5.5% | -0.1% | +1.3% |
| 3M | +4.3% | +0.6% | +3.7% | +3.6% |
| 6M | -1.3% | -2.8% | +1.5% | +0.4% |
| YTD | +4.7% | +7.9% | -3.2% | -1.4% |
| 1Y | +1.3% | +6.7% | -5.4% | -3.8% |
| 3Y | +57.2% | +61.1% | -3.9% | +9.2% |
| All | +48.5% | +73.6% | -25.1% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling