+28.1%
CL vs PPG
-18.4%
+46.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.1% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -5.2% | -7.8% | +2.6% | -3.6% |
| 3M | +3.3% | -2.2% | +5.5% | +3.5% |
| 6M | -4.4% | +4.1% | -8.5% | -5.6% |
| YTD | +13.9% | +9.1% | +4.8% | +11.2% |
| 1Y | +7.6% | +1.0% | +6.7% | +6.6% |
| 3Y | +29.6% | -13.3% | +42.8% | +31.3% |
| 5Y | +28.1% | -19.2% | +47.3% | +30.3% |
| All | +28.1% | -18.4% | +46.4% | +30.3% |
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