+154.0%
CNH vs PPG
+26.9%
+127.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.3% |
| 7D | -5.7% | -6.2% | +0.6% | -1.2% |
| 30D | +26.6% | -7.9% | +34.5% | +34.3% |
| 3M | +31.1% | -10.2% | +41.3% | +41.3% |
| 6M | +24.9% | +2.7% | +22.2% | +22.0% |
| YTD | +48.7% | +4.9% | +43.8% | +42.6% |
| 1Y | +22.2% | -3.2% | +25.4% | +23.7% |
| 3Y | +7.4% | -17.0% | +24.4% | +20.2% |
| 5Y | +10.8% | -23.3% | +34.2% | +27.8% |
| All | +154.0% | +26.9% | +127.1% | +104.4% |
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