+14,450.6%
CAH vs PPG
+2,583.7%
+11,866.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -5.1% | -6.2% | +1.1% | -3.2% |
| 30D | +0.2% | -7.9% | +8.1% | +2.7% |
| 3M | +6.3% | -10.2% | +16.5% | +9.5% |
| 6M | +9.4% | +2.7% | +6.7% | +7.4% |
| YTD | +15.0% | +4.9% | +10.1% | +11.5% |
| 1Y | +55.4% | -3.2% | +58.6% | +54.1% |
| 3Y | +173.8% | -17.0% | +190.8% | +180.0% |
| 5Y | +395.2% | -23.3% | +418.5% | +407.9% |
| 10Y | +293.2% | +26.4% | +266.8% | +235.6% |
| All | +14,450.6% | +2,583.7% | +11,866.9% | +5,747.7% |
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