+74.9%
CB vs PPG
+2.6%
+72.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +2.9% | +0.7% | +2.2% | +2.8% |
| 30D | +7.3% | +17.6% | -10.3% | +4.8% |
| 3M | +9.4% | +7.5% | +1.9% | +8.2% |
| 6M | +19.6% | +17.6% | +2.0% | +16.2% |
| YTD | +21.5% | +22.6% | -1.1% | +16.6% |
| 1Y | +28.0% | +28.0% | 0.0% | +21.8% |
| 3Y | +74.9% | +1.8% | +73.1% | +70.6% |
| All | +74.9% | +2.6% | +72.3% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling