+60.2%
PPL vs CPB
-37.5%
+97.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | +0.4% | +8.0% | -7.6% | -1.4% |
| 30D | +5.4% | +22.4% | -16.9% | +0.4% |
| 3M | +4.3% | +3.8% | +0.4% | +2.9% |
| 6M | -1.3% | +13.7% | -15.0% | -5.1% |
| YTD | +4.7% | -11.7% | +16.4% | +6.8% |
| 1Y | +1.3% | -18.1% | +19.4% | +5.2% |
| 3Y | +57.2% | -34.7% | +92.0% | +71.4% |
| 5Y | +48.2% | -30.6% | +78.8% | +57.6% |
| All | +60.2% | -37.5% | +97.8% | +65.0% |
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