+57.6%
PPL vs CPAY
+144.7%
-87.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | 0.0% | -2.5% | +2.5% | +0.6% |
| 30D | -1.3% | +1.3% | -2.6% | -1.6% |
| 3M | -2.6% | +13.5% | -16.1% | -5.5% |
| 6M | -8.4% | +24.7% | -33.1% | -13.6% |
| YTD | +0.2% | +34.9% | -34.7% | -7.9% |
| 1Y | -0.2% | +29.7% | -29.9% | -7.8% |
| 3Y | +52.9% | +49.4% | +3.5% | +32.4% |
| 5Y | +36.8% | +53.5% | -16.6% | +14.9% |
| 10Y | +57.6% | +152.5% | -94.9% | +17.7% |
| All | +57.6% | +144.7% | -87.1% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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