+53.2%
CL vs PPG
+28.9%
+24.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.1% |
| 7D | -2.3% | -3.7% | +1.4% | -1.5% |
| 30D | -5.5% | -7.2% | +1.7% | -3.9% |
| 3M | +0.8% | -7.3% | +8.2% | +2.3% |
| 6M | -4.2% | +0.3% | -4.5% | -4.7% |
| YTD | +13.4% | +6.5% | +6.9% | +11.1% |
| 1Y | +7.1% | +0.5% | +6.5% | +6.1% |
| 3Y | +29.0% | -15.3% | +44.3% | +31.5% |
| 5Y | +28.3% | -22.9% | +51.2% | +31.4% |
| All | +53.2% | +28.9% | +24.3% | +38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling