+1.7%
PPL vs CP
+35.2%
-33.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.4% |
| 7D | +1.8% | +5.6% | -3.8% | +1.1% |
| 30D | +8.4% | +10.0% | -1.6% | +7.2% |
| 3M | +2.4% | +4.4% | -2.0% | +1.7% |
| 6M | -4.0% | +14.1% | -18.0% | -5.1% |
| YTD | +4.5% | +29.1% | -24.6% | +2.4% |
| 1Y | +1.7% | +34.6% | -32.8% | -0.9% |
| All | +1.7% | +35.2% | -33.5% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling