+10.2%
CNH vs PPG
-24.6%
+34.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -1.5% |
| 7D | -2.5% | -5.1% | +2.7% | +1.2% |
| 30D | +27.0% | -9.6% | +36.6% | +36.0% |
| 3M | +32.6% | -6.4% | +39.0% | +38.4% |
| 6M | +23.6% | +0.5% | +23.1% | +22.7% |
| YTD | +47.8% | +4.4% | +43.4% | +42.7% |
| 1Y | +21.3% | -0.9% | +22.2% | +20.8% |
| 3Y | +7.0% | -17.0% | +23.9% | +18.3% |
| 5Y | +10.2% | -23.7% | +33.8% | +29.4% |
| All | +10.2% | -24.6% | +34.8% | +29.4% |
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