+23.6%
CMS vs PPG
-20.0%
+43.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.4% |
| 7D | +0.2% | -3.7% | +3.9% | +0.9% |
| 30D | -1.3% | -7.2% | +5.9% | +0.1% |
| 3M | -5.4% | -7.3% | +2.0% | -4.2% |
| 6M | -10.3% | +0.3% | -10.6% | -10.9% |
| YTD | -0.2% | +6.5% | -6.8% | -2.4% |
| 1Y | -0.9% | +0.5% | -1.4% | -1.9% |
| 3Y | +34.0% | -15.3% | +49.2% | +36.9% |
| 5Y | +23.6% | -22.9% | +46.4% | +26.4% |
| All | +23.6% | -20.0% | +43.5% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling