+73.5%
CART vs PPG
-0.2%
+73.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | +1.2% | -0.2% | +1.4% | +1.2% |
| 30D | +17.8% | +17.7% | +0.1% | +15.3% |
| 3M | +20.7% | +7.4% | +13.3% | +19.6% |
| 6M | +49.7% | +16.4% | +33.3% | +46.9% |
| YTD | +30.0% | +22.4% | +7.7% | +25.7% |
| 1Y | +48.4% | +28.6% | +19.8% | +42.1% |
| 3Y | +132.0% | +2.0% | +130.0% | +125.8% |
| All | +73.5% | -0.2% | +73.7% | +69.2% |
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