+54.2%
PPL vs CPB
-47.3%
+101.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.8% |
| 7D | +2.7% | -8.6% | +11.3% | +4.8% |
| 30D | +0.5% | -7.2% | +7.7% | +2.1% |
| 3M | +0.7% | +0.9% | -0.2% | -0.1% |
| 6M | -7.6% | -11.8% | +4.2% | -5.4% |
| YTD | +1.8% | -19.4% | +21.2% | +6.4% |
| 1Y | -0.8% | -30.4% | +29.6% | +7.5% |
| 3Y | +56.9% | -40.2% | +97.0% | +75.1% |
| 5Y | +39.5% | -39.5% | +79.0% | +53.9% |
| All | +54.2% | -47.3% | +101.5% | +75.3% |
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