+76.7%
CF vs PPG
-11.7%
+88.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -3.1% |
| 7D | +6.0% | -1.5% | +7.5% | +5.9% |
| 30D | +14.8% | -5.0% | +19.8% | +14.3% |
| 3M | +14.1% | +1.1% | +12.9% | +14.2% |
| 6M | +28.5% | -3.2% | +31.7% | +30.9% |
| YTD | +74.9% | +11.9% | +63.1% | +73.2% |
| 1Y | +61.7% | +5.3% | +56.4% | +61.4% |
| All | +76.7% | -11.7% | +88.3% | +81.5% |
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 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