+99.5%
CFG vs PPG
-24.6%
+124.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.3% | +1.5% |
| 7D | -1.7% | -5.1% | +3.5% | +1.4% |
| 30D | -4.6% | -9.6% | +5.0% | +1.1% |
| 3M | +7.9% | -6.4% | +14.3% | +11.5% |
| 6M | +19.9% | +0.5% | +19.3% | +17.5% |
| YTD | +21.7% | +4.4% | +17.3% | +15.5% |
| 1Y | +38.4% | -0.9% | +39.3% | +35.3% |
| 3Y | +187.0% | -17.0% | +204.0% | +211.5% |
| 5Y | +99.5% | -23.7% | +123.2% | +115.9% |
| All | +99.5% | -24.6% | +124.1% | +115.9% |
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