+37.7%
PPL vs CPAY
+56.4%
-18.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.2% | +0.2% |
| 7D | +1.8% | +0.6% | +1.2% | +1.7% |
| 30D | -1.1% | +3.6% | -4.7% | -1.6% |
| 3M | 0.0% | +16.6% | -16.6% | -2.3% |
| 6M | -7.6% | +29.5% | -37.1% | -11.5% |
| YTD | +1.7% | +35.3% | -33.5% | -3.9% |
| 1Y | +1.5% | +30.6% | -29.1% | -3.7% |
| 3Y | +55.3% | +49.7% | +5.5% | +39.6% |
| 5Y | +37.7% | +54.4% | -16.7% | +17.0% |
| All | +37.7% | +56.4% | -18.7% | +17.0% |
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 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