-37.7%
CAG vs PPG
+26.9%
-64.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -5.7% | -6.2% | +0.6% | -4.4% |
| 30D | -2.4% | -7.9% | +5.5% | -0.7% |
| 3M | +9.8% | -10.2% | +20.0% | +12.2% |
| 6M | -10.8% | +2.7% | -13.5% | -11.7% |
| YTD | -10.8% | +4.9% | -15.7% | -12.1% |
| 1Y | -19.0% | -3.2% | -15.8% | -18.9% |
| 3Y | -39.7% | -17.0% | -22.7% | -38.3% |
| 5Y | -43.0% | -23.3% | -19.7% | -41.6% |
| All | -37.7% | +26.9% | -64.6% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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