+330.5%
CFG vs PPG
+57.2%
+273.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.5% |
| 7D | -0.8% | -1.2% | +0.4% | +0.1% |
| 30D | +3.1% | +21.2% | -18.1% | -11.0% |
| 3M | -9.7% | +8.2% | -17.9% | -15.4% |
| 6M | +6.7% | +17.2% | -10.5% | -6.8% |
| YTD | +15.2% | +25.0% | -9.8% | -6.2% |
| 1Y | +28.8% | +33.5% | -4.7% | -0.5% |
| 3Y | +190.1% | +4.2% | +185.9% | +166.6% |
| 5Y | +63.4% | -12.7% | +76.1% | +68.4% |
| 10Y | +219.8% | +58.0% | +161.8% | +101.3% |
| All | +330.5% | +57.2% | +273.3% | +175.1% |
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