+4,850.5%
CL vs PPG
+2,762.5%
+2,088.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.9% |
| 7D | -2.2% | -1.5% | -0.7% | -1.8% |
| 30D | -4.8% | -5.0% | +0.1% | -3.6% |
| 3M | +4.9% | +1.1% | +3.8% | +4.2% |
| 6M | -5.7% | -3.2% | -2.5% | -5.5% |
| YTD | +14.4% | +11.9% | +2.5% | +10.0% |
| 1Y | +8.7% | +5.3% | +3.4% | +6.2% |
| 3Y | +30.0% | -15.0% | +45.0% | +32.6% |
| 5Y | +28.4% | -19.6% | +48.0% | +30.3% |
| 10Y | +50.1% | +27.0% | +23.0% | +28.3% |
| All | +4,850.5% | +2,762.5% | +2,088.0% | +1,451.0% |
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 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