+260.5%
CP vs PPG
+53.9%
+206.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.6% |
| 7D | +2.1% | +0.7% | +1.4% | +1.8% |
| 30D | +9.3% | +17.6% | -8.2% | +1.2% |
| 3M | +0.5% | +7.5% | -7.0% | -3.1% |
| 6M | +10.4% | +17.6% | -7.2% | +1.4% |
| YTD | +28.7% | +22.6% | +6.1% | +15.0% |
| 1Y | +33.2% | +28.0% | +5.2% | +16.5% |
| 3Y | +38.4% | +1.8% | +36.7% | +32.8% |
| 5Y | +26.2% | -15.5% | +41.7% | +29.1% |
| All | +260.5% | +53.9% | +206.6% | +158.7% |
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 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