+481.0%
CF vs PPG
+57.0%
+424.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +4.8% | +3.2% | +1.5% | +3.3% |
| 30D | +9.7% | +20.4% | -10.7% | +2.0% |
| 3M | +1.2% | +8.4% | -7.1% | -2.4% |
| 6M | +7.4% | +15.6% | -8.3% | -0.5% |
| YTD | +60.5% | +24.4% | +36.1% | +39.9% |
| 1Y | +50.7% | +32.9% | +17.8% | +27.2% |
| 3Y | +64.8% | +3.7% | +61.1% | +52.1% |
| 5Y | +115.8% | -13.7% | +129.5% | +111.8% |
| 10Y | +481.0% | +55.5% | +425.6% | +258.5% |
| All | +481.0% | +57.0% | +424.0% | +258.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling