+38.4%
CART vs PPG
-13.1%
+51.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.5% |
| 7D | -9.5% | -3.7% | -5.8% | -9.0% |
| 30D | -7.8% | -7.2% | -0.5% | -6.8% |
| 3M | +10.4% | -7.3% | +17.8% | +11.4% |
| 6M | +20.1% | +0.3% | +19.8% | +20.0% |
| YTD | +3.7% | +6.5% | -2.8% | +2.1% |
| 1Y | +2.6% | +0.5% | +2.0% | +2.0% |
| All | +38.4% | -13.1% | +51.5% | +37.4% |
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 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