+17,119.9%
COR vs PPG
+1,126.2%
+15,993.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.2% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | +1.5% | -7.8% | +9.3% | +3.8% |
| 3M | +18.7% | -2.2% | +20.9% | +18.9% |
| 6M | -9.0% | +4.1% | -13.2% | -11.2% |
| YTD | -3.3% | +9.1% | -12.4% | -7.3% |
| 1Y | +9.8% | +1.0% | +8.9% | +7.4% |
| 3Y | +87.4% | -13.3% | +100.6% | +87.6% |
| 5Y | +180.5% | -19.2% | +199.7% | +180.3% |
| 10Y | +398.1% | +25.9% | +372.2% | +320.2% |
| All | +17,119.9% | +1,126.2% | +15,993.7% | +7,734.1% |
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