+142.8%
CI vs PPG
+53.9%
+88.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | +1.2% | +0.7% | +0.4% | +0.9% |
| 30D | +2.6% | +17.6% | -15.0% | -3.7% |
| 3M | +7.4% | +7.5% | 0.0% | +4.2% |
| 6M | -0.1% | +17.6% | -17.7% | -7.2% |
| YTD | +9.7% | +22.6% | -12.8% | -0.7% |
| 1Y | +12.1% | +28.0% | -15.9% | -0.4% |
| 3Y | +7.0% | +1.8% | +5.2% | +2.2% |
| 5Y | +49.7% | -15.5% | +65.2% | +51.9% |
| All | +142.8% | +53.9% | +88.9% | +68.2% |
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