+0.8%
PPL vs CP
+31.6%
-30.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -0.4% | +2.1% | -2.5% | -0.6% |
| 30D | +2.6% | +9.3% | -6.7% | +1.6% |
| 3M | +0.8% | +0.5% | +0.3% | +0.6% |
| 6M | +1.4% | +10.4% | -9.0% | +0.4% |
| YTD | +4.3% | +28.7% | -24.4% | +2.4% |
| 1Y | +0.8% | +33.2% | -32.4% | -1.7% |
| All | +0.8% | +31.6% | -30.8% | -1.7% |
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 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