+56.5%
PPL vs CPAY
+96.6%
-40.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -1.2% | +11.9% | -13.1% | -2.0% |
| 30D | +4.2% | +15.1% | -10.9% | +3.2% |
| 3M | +1.5% | +16.5% | -15.0% | +0.4% |
| 6M | +1.0% | +33.1% | -32.1% | -1.1% |
| YTD | +4.4% | +52.2% | -47.8% | +0.5% |
| 1Y | +0.8% | +65.6% | -64.9% | -4.1% |
| 3Y | +56.5% | +100.2% | -43.7% | +35.5% |
| All | +56.5% | +96.6% | -40.1% | +35.5% |
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