+117.7%
CMS vs PPG
+26.3%
+91.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.3% |
| 7D | -1.3% | -5.1% | +3.8% | -0.2% |
| 30D | -2.8% | -9.6% | +6.8% | -0.7% |
| 3M | -7.1% | -6.4% | -0.7% | -6.0% |
| 6M | -10.0% | +0.5% | -10.6% | -10.7% |
| YTD | -0.9% | +4.4% | -5.4% | -2.8% |
| 1Y | -2.0% | -0.9% | -1.1% | -2.8% |
| 3Y | +33.0% | -17.0% | +49.9% | +36.0% |
| 5Y | +24.3% | -23.7% | +47.9% | +27.3% |
| All | +117.7% | +26.3% | +91.4% | +94.4% |
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