+38.9%
CNH vs PPG
+89.5%
-50.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +3.0% | +0.7% | +2.3% | +2.7% |
| 30D | -0.6% | +17.6% | -18.1% | -11.7% |
| 3M | +14.6% | +7.5% | +7.2% | +8.6% |
| 6M | +11.8% | +17.6% | -5.9% | -1.0% |
| YTD | +30.4% | +22.6% | +7.9% | +11.8% |
| 1Y | +19.1% | +28.0% | -8.9% | -1.1% |
| 3Y | +30.2% | +1.8% | +28.4% | +25.9% |
| 5Y | -17.8% | -15.5% | -2.3% | -11.8% |
| 10Y | +103.9% | +54.9% | +49.0% | +40.5% |
| All | +38.9% | +89.5% | -50.6% | -6.9% |
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