+6,646.7%
CB vs PPG
+1,383.0%
+5,263.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.6% |
| 7D | +0.5% | -1.5% | +2.0% | +1.1% |
| 30D | -3.1% | -5.0% | +1.8% | -1.0% |
| 3M | +9.0% | +1.1% | +7.8% | +7.4% |
| 6M | +2.9% | -3.2% | +6.0% | +2.3% |
| YTD | +10.1% | +11.9% | -1.8% | +2.0% |
| 1Y | +22.8% | +5.3% | +17.5% | +16.5% |
| 3Y | +73.8% | -15.0% | +88.8% | +77.4% |
| 5Y | +99.2% | -19.6% | +118.8% | +101.8% |
| 10Y | +218.2% | +27.0% | +191.2% | +146.7% |
| All | +6,646.7% | +1,383.0% | +5,263.7% | +1,728.5% |
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