+62.6%
CFG vs PPG
-12.8%
+75.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.6% |
| 7D | -0.8% | -1.2% | +0.4% | 0.0% |
| 30D | +3.1% | +21.2% | -18.1% | -8.3% |
| 3M | -9.7% | +8.2% | -17.9% | -14.2% |
| 6M | +6.7% | +17.2% | -10.5% | -4.1% |
| YTD | +15.2% | +25.0% | -9.8% | -2.3% |
| 1Y | +28.8% | +33.5% | -4.7% | +4.5% |
| 3Y | +190.1% | +4.2% | +185.9% | +173.7% |
| All | +62.6% | -12.8% | +75.4% | +65.3% |
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