+5,954.2%
CF vs PPG
+421.2%
+5,533.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.8% |
| 7D | -0.2% | -6.2% | +6.0% | +3.7% |
| 30D | +11.5% | -7.9% | +19.4% | +16.9% |
| 3M | +25.5% | -10.2% | +35.7% | +31.6% |
| 6M | +11.8% | +2.7% | +9.1% | +3.6% |
| YTD | +74.6% | +4.9% | +69.7% | +57.1% |
| 1Y | +57.7% | -3.2% | +60.9% | +49.0% |
| 3Y | +74.2% | -17.0% | +91.2% | +73.7% |
| 5Y | +223.8% | -23.3% | +247.1% | +210.0% |
| 10Y | +593.6% | +26.4% | +567.2% | +320.9% |
| All | +5,954.2% | +421.2% | +5,533.0% | +740.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling