+322.0%
CMG vs PPL
+57.2%
+264.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -2.1% | -2.1% | +0.1% | -1.6% |
| 30D | +10.9% | -3.1% | +14.0% | +11.6% |
| 3M | +15.8% | -3.1% | +18.9% | +16.5% |
| 6M | +6.9% | -8.0% | +14.9% | +8.7% |
| YTD | -2.2% | -0.3% | -1.8% | -2.6% |
| 1Y | -7.1% | -2.2% | -4.9% | -7.2% |
| 3Y | -7.1% | +50.4% | -57.5% | -17.2% |
| 5Y | -4.8% | +36.9% | -41.7% | -13.3% |
| All | +322.0% | +57.2% | +264.8% | +270.5% |
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