+52.9%
CL vs PPG
+26.3%
+26.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | +0.3% |
| 7D | -2.4% | -5.1% | +2.7% | -1.3% |
| 30D | -4.8% | -9.6% | +4.8% | -2.6% |
| 3M | -1.7% | -6.4% | +4.7% | -0.5% |
| 6M | -3.8% | +0.5% | -4.3% | -4.4% |
| YTD | +13.3% | +4.4% | +8.8% | +11.4% |
| 1Y | +8.3% | -0.9% | +9.2% | +7.7% |
| 3Y | +28.8% | -17.0% | +45.8% | +31.9% |
| 5Y | +28.5% | -23.7% | +52.2% | +32.0% |
| All | +52.9% | +26.3% | +26.6% | +39.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling