+2,164.3%
PPL vs CNP
+1,840.9%
+323.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.7% |
| 7D | +1.0% | -5.3% | +6.3% | +3.0% |
| 30D | +6.8% | +3.7% | +3.2% | +5.4% |
| 3M | +3.9% | -1.1% | +4.9% | +4.2% |
| 6M | -2.0% | -7.1% | +5.1% | +0.7% |
| YTD | +5.3% | +6.0% | -0.8% | +3.0% |
| 1Y | +2.2% | +5.2% | -3.0% | +0.3% |
| 3Y | +56.7% | +57.5% | -0.8% | +32.7% |
| 5Y | +49.1% | +70.0% | -21.0% | +23.4% |
| 10Y | +63.6% | +137.8% | -74.1% | +18.5% |
| All | +2,164.3% | +1,840.9% | +323.3% | +797.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling