+5,396.4%
CL vs PPG
+3,097.8%
+2,298.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -0.8% | -1.2% | +0.5% | -0.5% |
| 30D | +9.5% | +21.2% | -11.7% | +3.9% |
| 3M | +6.8% | +8.2% | -1.5% | +4.4% |
| 6M | +14.3% | +17.2% | -2.9% | +8.9% |
| YTD | +27.0% | +25.0% | +2.0% | +18.4% |
| 1Y | +26.3% | +33.5% | -7.2% | +15.6% |
| 3Y | +39.3% | +4.2% | +35.1% | +34.5% |
| 5Y | +41.5% | -12.7% | +54.2% | +40.5% |
| 10Y | +84.1% | +58.0% | +26.1% | +48.1% |
| All | +5,396.4% | +3,097.8% | +2,298.6% | +1,568.9% |
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