+5,326.8%
CF vs PPG
+519.1%
+4,807.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -1.5% |
| 7D | -0.9% | +0.3% | -1.2% | -1.5% |
| 30D | +6.9% | +20.5% | -13.6% | -5.5% |
| 3M | +4.8% | +5.3% | -0.5% | +0.1% |
| 6M | +4.7% | +15.8% | -11.1% | -8.0% |
| YTD | +56.5% | +24.6% | +31.9% | +25.5% |
| 1Y | +48.4% | +33.6% | +14.8% | +13.3% |
| 3Y | +59.1% | +5.0% | +54.1% | +35.8% |
| 5Y | +109.5% | -14.0% | +123.5% | +88.1% |
| 10Y | +487.0% | +58.2% | +428.7% | +205.0% |
| All | +5,326.8% | +519.1% | +4,807.7% | +570.8% |
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