+6.8%
CI vs PPG
+2.4%
+4.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.4% |
| 7D | -1.7% | -0.2% | -1.6% | -1.7% |
| 30D | +4.9% | +17.7% | -12.9% | +1.9% |
| 3M | +7.4% | +7.4% | 0.0% | +6.0% |
| 6M | +0.4% | +16.4% | -16.0% | -2.8% |
| YTD | +9.5% | +22.4% | -12.9% | +4.4% |
| 1Y | +12.0% | +28.6% | -16.6% | +5.7% |
| All | +6.8% | +2.4% | +4.3% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling