+60.2%
PPL vs CP
+253.8%
-193.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | 0.0% |
| 7D | +0.4% | +2.8% | -2.4% | -0.5% |
| 30D | +5.4% | +10.2% | -4.8% | +2.0% |
| 3M | +4.3% | +2.4% | +1.9% | +3.2% |
| 6M | -1.3% | +7.7% | -9.0% | -4.1% |
| YTD | +4.7% | +26.0% | -21.3% | -4.2% |
| 1Y | +1.3% | +34.6% | -33.4% | -9.5% |
| 3Y | +57.2% | +26.7% | +30.5% | +39.8% |
| 5Y | +48.2% | +24.9% | +23.3% | +30.3% |
| All | +60.2% | +253.8% | -193.6% | +7.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling