+67.9%
PPL vs CP
+257.3%
-189.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | -0.4% | +2.1% | -2.5% | -1.1% |
| 30D | +2.6% | +9.3% | -6.7% | -0.4% |
| 3M | +0.8% | +0.5% | +0.3% | +0.4% |
| 6M | +1.4% | +10.4% | -9.0% | -2.3% |
| YTD | +4.3% | +28.7% | -24.4% | -5.2% |
| 1Y | +0.8% | +33.2% | -32.4% | -9.6% |
| 3Y | +57.9% | +38.4% | +19.5% | +35.7% |
| 5Y | +48.3% | +26.2% | +22.1% | +30.0% |
| All | +67.9% | +257.3% | -189.5% | +12.3% |
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