+66.8%
PPL vs CPB
-40.9%
+107.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.3% |
| 7D | 0.0% | +2.9% | -2.8% | -0.7% |
| 30D | +4.3% | +17.6% | -13.3% | +0.2% |
| 3M | +2.9% | +2.0% | +0.9% | +2.0% |
| 6M | +1.1% | +11.6% | -10.5% | -2.3% |
| YTD | +4.5% | -13.8% | +18.2% | +7.1% |
| 1Y | +0.1% | -21.6% | +21.7% | +5.1% |
| 3Y | +55.7% | -35.8% | +91.5% | +70.3% |
| 5Y | +47.6% | -33.3% | +80.9% | +58.5% |
| 10Y | +66.8% | -39.4% | +106.3% | +71.8% |
| All | +66.8% | -40.9% | +107.7% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling