+421.5%
CARR vs PPG
+66.6%
+354.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | -3.8% | -6.2% | +2.5% | +0.2% |
| 30D | -8.9% | -7.9% | -1.0% | -4.1% |
| 3M | -17.3% | -10.2% | -7.1% | -11.8% |
| 6M | -1.4% | +2.7% | -4.1% | -3.6% |
| YTD | +10.0% | +4.9% | +5.1% | +5.9% |
| 1Y | -6.4% | -3.2% | -3.2% | -5.5% |
| 3Y | +1.5% | -17.0% | +18.5% | +11.3% |
| 5Y | +9.3% | -23.3% | +32.6% | +22.9% |
| All | +421.5% | +66.6% | +354.9% | +278.0% |
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