+7,343.6%
CB vs PPG
+1,524.7%
+5,818.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +2.9% | +0.7% | +2.2% | +2.5% |
| 30D | +7.3% | +17.6% | -10.3% | -0.6% |
| 3M | +9.4% | +7.5% | +1.9% | +5.4% |
| 6M | +19.6% | +17.6% | +2.0% | +9.4% |
| YTD | +21.5% | +22.6% | -1.1% | +7.6% |
| 1Y | +28.0% | +28.0% | 0.0% | +10.9% |
| 3Y | +74.9% | +1.8% | +73.1% | +63.9% |
| 5Y | +108.1% | -15.5% | +123.6% | +106.1% |
| 10Y | +251.8% | +54.9% | +196.9% | +148.4% |
| All | +7,343.6% | +1,524.7% | +5,818.8% | +1,828.0% |
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 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