+7,463.6%
CI vs PPG
+2,762.5%
+4,701.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -2.0% |
| 7D | +1.3% | -1.5% | +2.8% | +1.9% |
| 30D | +4.4% | -5.0% | +9.4% | +6.6% |
| 3M | +0.7% | +1.1% | -0.5% | -0.6% |
| 6M | +0.3% | -3.2% | +3.5% | +0.1% |
| YTD | +3.8% | +11.9% | -8.1% | -2.9% |
| 1Y | -5.5% | +5.3% | -10.8% | -9.4% |
| 3Y | +8.1% | -15.0% | +23.1% | +10.5% |
| 5Y | +42.8% | -19.6% | +62.4% | +44.3% |
| 10Y | +143.9% | +27.0% | +116.8% | +94.2% |
| All | +7,463.6% | +2,762.5% | +4,701.1% | +1,778.9% |
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 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