+5,760.6%
CRM vs PPG
+467.1%
+5,293.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | -4.4% | -6.2% | +1.8% | -0.7% |
| 30D | +28.1% | -7.9% | +36.1% | +34.3% |
| 3M | +48.8% | -10.2% | +59.0% | +57.2% |
| 6M | +28.3% | +2.7% | +25.6% | +22.2% |
| YTD | -6.0% | +4.9% | -10.9% | -12.7% |
| 1Y | +1.4% | -3.2% | +4.6% | -1.4% |
| 3Y | +11.8% | -17.0% | +28.8% | +16.2% |
| 5Y | -2.0% | -23.3% | +21.3% | +4.1% |
| 10Y | +239.6% | +26.4% | +213.2% | +127.1% |
| All | +5,760.6% | +467.1% | +5,293.5% | +1,032.9% |
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