+4,005.7%
CMG vs PPG
+462.1%
+3,543.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.2% | +1.2% |
| 7D | -3.8% | -5.1% | +1.3% | -1.3% |
| 30D | +12.9% | -9.6% | +22.5% | +18.6% |
| 3M | +18.8% | -6.4% | +25.2% | +21.8% |
| 6M | +4.1% | +0.5% | +3.5% | +2.2% |
| YTD | -2.4% | +4.4% | -6.8% | -6.4% |
| 1Y | -6.7% | -0.9% | -5.8% | -8.1% |
| 3Y | -7.1% | -17.0% | +9.8% | -2.6% |
| 5Y | -5.0% | -23.7% | +18.7% | +1.3% |
| 10Y | +323.5% | +25.9% | +297.6% | +217.7% |
| All | +4,005.7% | +462.1% | +3,543.6% | +921.5% |
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