+324.6%
CMG vs PPL
+65.0%
+259.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.9% |
| 7D | -0.6% | -2.2% | +1.5% | -0.1% |
| 30D | +15.9% | +1.7% | +14.2% | +15.4% |
| 3M | +7.8% | +0.1% | +7.6% | +7.7% |
| 6M | +7.7% | -1.5% | +9.2% | +7.9% |
| YTD | -4.9% | +3.0% | -7.9% | -6.1% |
| 1Y | +12.3% | -1.4% | +13.7% | +12.1% |
| 3Y | -17.1% | +53.5% | -70.5% | -26.4% |
| 5Y | -5.6% | +46.4% | -52.0% | -15.6% |
| All | +324.6% | +65.0% | +259.6% | +265.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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