+47.5%
CCL vs PPG
-17.7%
+65.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | +0.7% |
| 7D | -4.3% | -5.1% | +0.8% | +0.2% |
| 30D | -19.0% | -9.6% | -9.4% | -11.5% |
| 3M | -13.1% | -6.4% | -6.7% | -8.1% |
| 6M | -13.3% | +0.5% | -13.8% | -13.5% |
| YTD | -25.2% | +4.4% | -29.7% | -27.9% |
| 1Y | -27.2% | -0.9% | -26.3% | -27.0% |
| All | +47.5% | -17.7% | +65.2% | +60.6% |
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