+55.3%
PPL vs CPAY
+49.5%
+5.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.2% | +0.1% |
| 7D | +1.8% | +0.6% | +1.2% | +1.7% |
| 30D | -1.1% | +3.6% | -4.7% | -1.4% |
| 3M | 0.0% | +16.6% | -16.6% | -1.3% |
| 6M | -7.6% | +29.5% | -37.1% | -9.8% |
| YTD | +1.7% | +35.3% | -33.5% | -1.6% |
| 1Y | +1.5% | +30.6% | -29.1% | -1.5% |
| 3Y | +55.3% | +49.7% | +5.5% | +43.0% |
| All | +55.3% | +49.5% | +5.8% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling