+459.7%
CMS vs PPG
+2,762.5%
-2,302.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.7% |
| 7D | +0.4% | -1.5% | +1.8% | +0.8% |
| 30D | -3.6% | -5.0% | +1.4% | -2.2% |
| 3M | -1.9% | +1.1% | -3.0% | -2.6% |
| 6M | -11.0% | -3.2% | -7.8% | -10.9% |
| YTD | +0.2% | +11.9% | -11.7% | -4.2% |
| 1Y | -1.3% | +5.3% | -6.6% | -4.2% |
| 3Y | +35.9% | -15.0% | +50.9% | +38.5% |
| 5Y | +23.1% | -19.6% | +42.7% | +24.8% |
| 10Y | +117.9% | +27.0% | +90.9% | +82.8% |
| All | +459.7% | +2,762.5% | -2,302.8% | +98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling