+47.1%
PPL vs CPB
-33.2%
+80.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +0.7% |
| 7D | -0.4% | -1.6% | +1.2% | 0.0% |
| 30D | +2.6% | +19.2% | -16.5% | -1.1% |
| 3M | +0.8% | -1.0% | +1.8% | +0.7% |
| 6M | +1.4% | +15.2% | -13.8% | -2.3% |
| YTD | +4.3% | -13.1% | +17.4% | +6.8% |
| 1Y | +0.8% | -22.4% | +23.2% | +6.2% |
| 3Y | +57.9% | -35.3% | +93.2% | +72.7% |
| All | +47.1% | -33.2% | +80.3% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling