+309.0%
CFG vs PPG
+26.9%
+282.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +0.9% |
| 7D | -0.4% | -6.2% | +5.8% | +4.5% |
| 30D | -4.6% | -7.9% | +3.3% | +1.4% |
| 3M | +6.7% | -10.2% | +16.9% | +14.8% |
| 6M | +22.1% | +2.7% | +19.5% | +16.7% |
| YTD | +23.2% | +4.9% | +18.3% | +14.6% |
| 1Y | +40.3% | -3.2% | +43.5% | +38.4% |
| 3Y | +187.9% | -17.0% | +204.9% | +216.5% |
| 5Y | +102.0% | -23.3% | +125.3% | +128.6% |
| All | +309.0% | +26.9% | +282.1% | +196.1% |
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 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