+17.0%
CP vs PPG
-17.7%
+34.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.5% |
| 7D | -2.7% | -5.1% | +2.5% | -0.6% |
| 30D | -3.4% | -9.6% | +6.2% | +0.7% |
| 3M | -0.6% | -6.4% | +5.8% | +1.5% |
| 6M | +6.3% | +0.5% | +5.8% | +4.6% |
| YTD | +21.2% | +4.4% | +16.7% | +16.8% |
| 1Y | +20.0% | -0.9% | +20.9% | +18.2% |
| All | +17.0% | -17.7% | +34.7% | +20.7% |
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