+225.0%
CP vs PPG
+26.9%
+198.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -2.6% | -6.2% | +3.7% | +0.3% |
| 30D | -3.7% | -7.9% | +4.2% | 0.0% |
| 3M | +0.1% | -10.2% | +10.3% | +4.6% |
| 6M | +7.8% | +2.7% | +5.2% | +5.2% |
| YTD | +21.7% | +4.9% | +16.8% | +17.2% |
| 1Y | +18.6% | -3.2% | +21.8% | +18.3% |
| 3Y | +17.5% | -17.0% | +34.5% | +24.0% |
| 5Y | +35.4% | -23.3% | +58.7% | +44.6% |
| All | +225.0% | +26.9% | +198.1% | +160.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling