+85.5%
COR vs PPG
-17.4%
+102.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -2.8% | -6.2% | +3.4% | -3.1% |
| 30D | +2.6% | -7.9% | +10.5% | +2.3% |
| 3M | +14.5% | -10.2% | +24.7% | +14.1% |
| 6M | -7.8% | +2.7% | -10.5% | -7.4% |
| YTD | -4.2% | +4.9% | -9.1% | -4.1% |
| 1Y | +7.0% | -3.2% | +10.2% | +7.1% |
| 3Y | +85.5% | -17.0% | +102.5% | +86.7% |
| All | +85.5% | -17.4% | +102.9% | +86.7% |
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