+287.5%
CAH vs PPG
+26.9%
+260.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -5.1% | -6.2% | +1.1% | -3.1% |
| 30D | +0.2% | -7.9% | +8.1% | +2.9% |
| 3M | +6.3% | -10.2% | +16.5% | +9.7% |
| 6M | +9.4% | +2.7% | +6.7% | +7.3% |
| YTD | +15.0% | +4.9% | +10.1% | +11.0% |
| 1Y | +55.4% | -3.2% | +58.6% | +54.0% |
| 3Y | +173.8% | -17.0% | +190.8% | +181.2% |
| 5Y | +395.2% | -23.3% | +418.5% | +411.9% |
| All | +287.5% | +26.9% | +260.6% | +206.3% |
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