+140.2%
CMS vs PPG
+53.9%
+86.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +1.7% | +0.7% | +1.0% | +1.6% |
| 30D | +6.2% | +17.6% | -11.4% | +2.5% |
| 3M | +0.6% | +7.5% | -6.8% | -1.1% |
| 6M | -1.8% | +17.6% | -19.4% | -5.5% |
| YTD | +3.8% | +22.6% | -18.7% | -1.6% |
| 1Y | -1.8% | +28.0% | -29.8% | -7.9% |
| 3Y | +39.8% | +1.8% | +38.0% | +36.8% |
| 5Y | +37.1% | -15.5% | +52.6% | +37.5% |
| All | +140.2% | +53.9% | +86.3% | +104.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling