+47.1%
PPL vs CPAY
+89.5%
-42.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.1% |
| 7D | -0.4% | +1.6% | -1.9% | -0.6% |
| 30D | +2.6% | +17.6% | -15.0% | +0.3% |
| 3M | +0.8% | +8.7% | -7.9% | -0.5% |
| 6M | +1.4% | +39.5% | -38.1% | -3.6% |
| YTD | +4.3% | +53.6% | -49.3% | -3.3% |
| 1Y | +0.8% | +63.3% | -62.5% | -7.7% |
| 3Y | +57.9% | +101.7% | -43.8% | +33.2% |
| All | +47.1% | +89.5% | -42.4% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling