+7,895.4%
CI vs PPG
+3,036.2%
+4,859.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | +1.2% | +0.7% | +0.4% | +0.8% |
| 30D | +2.6% | +17.6% | -15.0% | -4.4% |
| 3M | +7.4% | +7.5% | 0.0% | +3.9% |
| 6M | -0.1% | +17.6% | -17.7% | -7.8% |
| YTD | +9.7% | +22.6% | -12.8% | -1.6% |
| 1Y | +12.1% | +28.0% | -15.9% | -1.3% |
| 3Y | +7.0% | +1.8% | +5.2% | +1.3% |
| 5Y | +49.7% | -15.5% | +65.2% | +48.1% |
| 10Y | +147.2% | +54.9% | +92.3% | +80.9% |
| All | +7,895.4% | +3,036.2% | +4,859.2% | +1,805.8% |
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