+234.6%
CF vs PPG
-18.4%
+252.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +0.7% |
| 7D | -0.9% | 0.0% | -1.0% | -0.9% |
| 30D | +18.1% | -7.8% | +25.9% | +17.9% |
| 3M | +23.4% | -2.2% | +25.6% | +23.2% |
| 6M | +17.1% | +4.1% | +13.0% | +16.7% |
| YTD | +76.2% | +9.1% | +67.2% | +74.0% |
| 1Y | +62.3% | +1.0% | +61.3% | +61.4% |
| 3Y | +71.8% | -13.3% | +85.1% | +72.3% |
| 5Y | +234.6% | -19.2% | +253.8% | +239.7% |
| All | +234.6% | -18.4% | +252.9% | +239.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling