+2,164.3%
PPL vs CP
+7,870.0%
-5,705.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +1.0% | +6.1% | -5.1% | -0.3% |
| 30D | +6.8% | +9.8% | -2.9% | +4.5% |
| 3M | +3.9% | +2.7% | +1.1% | +3.1% |
| 6M | -2.0% | +12.8% | -14.8% | -4.9% |
| YTD | +5.3% | +28.2% | -22.9% | -1.1% |
| 1Y | +2.2% | +34.1% | -32.0% | -5.1% |
| 3Y | +56.7% | +28.9% | +27.9% | +45.1% |
| 5Y | +49.1% | +27.1% | +22.0% | +37.6% |
| 10Y | +63.6% | +264.8% | -201.2% | +18.8% |
| All | +2,164.3% | +7,870.0% | -5,705.7% | +829.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling