-4.4%
CMG vs PPL
+47.9%
-52.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.2% | -2.6% |
| 7D | +8.0% | +0.4% | +7.5% | +7.9% |
| 30D | +11.9% | +5.4% | +6.4% | +10.7% |
| 3M | +2.1% | +4.3% | -2.1% | +1.2% |
| 6M | +5.2% | -1.3% | +6.5% | +5.4% |
| YTD | -6.9% | +4.7% | -11.6% | -8.4% |
| 1Y | +12.7% | +1.3% | +11.4% | +11.7% |
| 3Y | -16.8% | +57.2% | -74.0% | -27.9% |
| All | -4.4% | +47.9% | -52.2% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling