+62.4%
CART vs PPG
+38.5%
+23.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.0% | -3.4% | +1.5% |
| 7D | +1.4% | +7.5% | -6.1% | +1.2% |
| 30D | +29.7% | +20.9% | +8.8% | +28.9% |
| 3M | +29.7% | +8.7% | +21.0% | +29.4% |
| 6M | +36.8% | +23.8% | +13.0% | +37.9% |
| YTD | +31.7% | +26.5% | +5.1% | +32.3% |
| 1Y | +62.4% | +37.6% | +24.8% | +58.4% |
| All | +62.4% | +38.5% | +23.9% | +58.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling