+619.9%
CF vs PPG
+23.8%
+596.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +3.7% |
| 7D | -0.8% | -3.7% | +2.9% | +0.5% |
| 30D | +14.3% | -7.2% | +21.5% | +17.3% |
| 3M | +27.9% | -7.3% | +35.2% | +29.9% |
| 6M | +25.5% | +0.3% | +25.3% | +20.9% |
| YTD | +81.2% | +6.5% | +74.7% | +68.0% |
| 1Y | +66.5% | +0.5% | +66.0% | +58.2% |
| 3Y | +76.7% | -15.3% | +91.9% | +77.4% |
| 5Y | +237.8% | -22.9% | +260.7% | +239.3% |
| 10Y | +619.9% | +28.4% | +591.5% | +373.6% |
| All | +619.9% | +23.8% | +596.0% | +373.6% |
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 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