-20.0%
CPNG vs PPG
-17.4%
-2.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.6% | +2.9% |
| 7D | -1.1% | -6.2% | +5.1% | +0.9% |
| 30D | -7.4% | -7.9% | +0.6% | -5.0% |
| 3M | -12.3% | -10.2% | -2.1% | -9.8% |
| 6M | -19.4% | +2.7% | -22.1% | -20.5% |
| YTD | -35.9% | +4.9% | -40.8% | -37.7% |
| 1Y | -53.4% | -3.2% | -50.2% | -53.5% |
| 3Y | -20.0% | -17.0% | -3.0% | -18.7% |
| All | -20.0% | -17.4% | -2.6% | -18.7% |
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