+49.1%
PPL vs CPB
-31.1%
+80.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | +1.0% | +11.6% | -10.5% | -1.2% |
| 30D | +6.8% | +23.3% | -16.5% | +2.2% |
| 3M | +3.9% | +1.6% | +2.2% | +3.1% |
| 6M | -2.0% | +13.9% | -16.0% | -5.4% |
| YTD | +5.3% | -11.7% | +17.0% | +7.5% |
| 1Y | +2.2% | -18.2% | +20.4% | +6.3% |
| 3Y | +56.7% | -35.2% | +91.9% | +71.6% |
| 5Y | +49.1% | -30.5% | +79.6% | +58.7% |
| All | +49.1% | -31.1% | +80.2% | +58.7% |
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