0.0%
CNC vs PPG
-17.4%
+17.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.1% | +1.5% |
| 7D | -0.9% | -6.2% | +5.3% | -0.2% |
| 30D | -1.0% | -7.9% | +7.0% | 0.0% |
| 3M | +4.5% | -10.2% | +14.8% | +5.8% |
| 6M | +85.2% | +2.7% | +82.6% | +83.7% |
| YTD | +61.4% | +4.9% | +56.5% | +59.3% |
| 1Y | +94.9% | -3.2% | +98.1% | +94.2% |
| 3Y | 0.0% | -17.0% | +17.0% | +3.8% |
| All | 0.0% | -17.4% | +17.4% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling