+2,090.1%
PPL vs CP
+7,669.4%
-5,579.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +2.7% | -2.7% | +5.3% | +3.3% |
| 30D | +0.5% | +0.2% | +0.3% | +0.4% |
| 3M | +0.7% | +2.6% | -1.9% | 0.0% |
| 6M | -7.6% | +6.0% | -13.6% | -9.1% |
| YTD | +1.8% | +24.9% | -23.1% | -3.7% |
| 1Y | -0.8% | +20.1% | -20.9% | -5.4% |
| 3Y | +56.9% | +16.4% | +40.5% | +48.8% |
| 5Y | +39.5% | +31.7% | +7.8% | +27.7% |
| 10Y | +55.4% | +223.9% | -168.5% | +15.6% |
| All | +2,090.1% | +7,669.4% | -5,579.4% | +804.4% |
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