+58.1%
PPL vs CPB
-35.1%
+93.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | +1.0% | +11.6% | -10.5% | -0.8% |
| 30D | +6.8% | +23.3% | -16.5% | +3.2% |
| 3M | +3.9% | +1.6% | +2.2% | +3.3% |
| 6M | -2.0% | +13.9% | -16.0% | -4.7% |
| YTD | +5.3% | -11.7% | +17.0% | +7.2% |
| 1Y | +2.2% | -18.2% | +20.4% | +5.7% |
| All | +58.1% | -35.1% | +93.2% | +73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling