+566.4%
CAG vs PPG
+2,572.2%
-2,005.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -2.3% |
| 7D | -5.9% | -5.1% | -0.7% | -4.7% |
| 30D | -1.5% | -9.6% | +8.0% | +0.7% |
| 3M | +11.5% | -6.4% | +17.9% | +13.0% |
| 6M | -15.7% | +0.5% | -16.2% | -16.1% |
| YTD | -10.2% | +4.4% | -14.6% | -11.6% |
| 1Y | -18.1% | -0.9% | -17.2% | -18.4% |
| 3Y | -39.4% | -17.0% | -22.4% | -37.8% |
| 5Y | -42.6% | -23.7% | -18.9% | -41.0% |
| 10Y | -35.6% | +25.9% | -61.5% | -42.9% |
| All | +566.4% | +2,572.2% | -2,005.8% | +172.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling