+68.0%
CNH vs PPG
+73.0%
-5.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +2.9% |
| 7D | +23.3% | -1.5% | +24.8% | +24.5% |
| 30D | +33.5% | -5.0% | +38.4% | +38.3% |
| 3M | +32.7% | +1.1% | +31.6% | +31.2% |
| 6M | +22.2% | -3.2% | +25.3% | +24.3% |
| YTD | +57.7% | +11.9% | +45.8% | +44.6% |
| 1Y | +28.0% | +5.3% | +22.7% | +22.0% |
| 3Y | +11.5% | -15.0% | +26.5% | +22.3% |
| 5Y | +11.9% | -19.6% | +31.5% | +24.3% |
| 10Y | +162.8% | +27.0% | +135.7% | +106.2% |
| All | +68.0% | +73.0% | -5.0% | +20.4% |
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 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