+72.5%
CART vs PPG
-0.7%
+73.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +3.0% | +2.4% | +0.6% | +2.7% |
| 30D | +28.6% | +16.5% | +12.1% | +26.0% |
| 3M | +29.1% | +5.1% | +24.0% | +28.2% |
| 6M | +44.7% | +11.1% | +33.6% | +42.8% |
| YTD | +29.2% | +21.7% | +7.5% | +25.1% |
| 1Y | +66.2% | +32.0% | +34.2% | +58.3% |
| 3Y | +112.8% | +2.8% | +110.1% | +106.0% |
| All | +72.5% | -0.7% | +73.2% | +68.3% |
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