+200.4%
PPL vs CPAY
+1,565.5%
-1,365.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +2.7% | +2.1% | +0.6% | +2.3% |
| 30D | +0.5% | +5.5% | -5.1% | -0.6% |
| 3M | +0.7% | +16.6% | -15.9% | -2.5% |
| 6M | -7.6% | +26.7% | -34.3% | -12.3% |
| YTD | +1.8% | +38.4% | -36.5% | -5.6% |
| 1Y | -0.8% | +30.1% | -30.9% | -7.1% |
| 3Y | +56.9% | +52.6% | +4.3% | +39.1% |
| 5Y | +39.5% | +59.0% | -19.4% | +20.3% |
| 10Y | +55.4% | +148.4% | -93.0% | +23.3% |
| All | +200.4% | +1,565.5% | -1,365.1% | +83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling