+305.2%
CG vs PPG
+26.9%
+278.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -2.0% |
| 7D | -9.9% | -6.2% | -3.6% | -5.7% |
| 30D | -11.7% | -7.9% | -3.7% | -6.3% |
| 3M | -4.3% | -10.2% | +5.9% | +2.7% |
| 6M | -8.8% | +2.7% | -11.4% | -11.9% |
| YTD | -26.9% | +4.9% | -31.7% | -30.9% |
| 1Y | -35.4% | -3.2% | -32.2% | -35.6% |
| 3Y | +43.0% | -17.0% | +60.0% | +58.7% |
| 5Y | +1.9% | -23.3% | +25.2% | +17.8% |
| All | +305.2% | +26.9% | +278.3% | +218.7% |
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