+50.6%
CI vs PPG
-24.6%
+75.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.4% |
| 7D | -1.3% | -5.1% | +3.8% | -0.3% |
| 30D | +3.1% | -9.6% | +12.7% | +5.2% |
| 3M | -4.5% | -6.4% | +1.9% | -3.6% |
| 6M | +8.3% | +0.5% | +7.7% | +7.3% |
| YTD | +3.8% | +4.4% | -0.6% | +1.7% |
| 1Y | -5.0% | -0.9% | -4.1% | -5.9% |
| 3Y | +5.8% | -17.0% | +22.7% | +8.0% |
| 5Y | +50.6% | -23.7% | +74.3% | +57.6% |
| All | +50.6% | -24.6% | +75.2% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling