+42.4%
CART vs PPG
-11.0%
+53.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.5% | -3.5% | -5.7% |
| 7D | -4.1% | 0.0% | -4.1% | -4.1% |
| 30D | -4.3% | -7.8% | +3.5% | -3.4% |
| 3M | +13.1% | -2.2% | +15.3% | +13.4% |
| 6M | +26.0% | +4.1% | +21.9% | +25.3% |
| YTD | +6.7% | +9.1% | -2.4% | +4.8% |
| 1Y | +6.3% | +1.0% | +5.3% | +5.8% |
| All | +42.4% | -11.0% | +53.4% | +41.0% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling