-70.2%
CPNG vs PPG
-20.9%
-49.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.3% |
| 7D | -5.4% | -5.1% | -0.3% | -3.0% |
| 30D | -11.1% | -9.6% | -1.5% | -6.6% |
| 3M | -3.0% | -6.4% | +3.5% | -0.4% |
| 6M | -23.5% | +0.5% | -24.0% | -24.7% |
| YTD | -37.8% | +4.4% | -42.2% | -40.7% |
| 1Y | -54.3% | -0.9% | -53.4% | -55.4% |
| 3Y | -20.8% | -17.0% | -3.8% | -16.8% |
| 5Y | -51.1% | -23.7% | -27.4% | -52.5% |
| All | -70.2% | -20.9% | -49.3% | -70.3% |
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 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