+362.4%
CFG vs PPG
+40.7%
+321.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -1.3% |
| 7D | +1.5% | -1.5% | +3.0% | +2.6% |
| 30D | -3.8% | -5.0% | +1.1% | -0.3% |
| 3M | +11.5% | +1.1% | +10.4% | +9.5% |
| 6M | +19.2% | -3.2% | +22.4% | +19.3% |
| YTD | +23.7% | +11.9% | +11.8% | +10.1% |
| 1Y | +38.8% | +5.3% | +33.5% | +28.6% |
| 3Y | +178.9% | -15.0% | +193.9% | +201.4% |
| 5Y | +101.8% | -19.6% | +121.4% | +120.4% |
| 10Y | +317.3% | +27.0% | +290.2% | +204.6% |
| All | +362.4% | +40.7% | +321.7% | +222.6% |
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