+40.1%
CSGP vs PPG
+24.5%
+15.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -0.8% |
| 7D | -5.1% | 0.0% | -5.1% | -5.2% |
| 30D | +0.3% | -7.8% | +8.1% | +3.8% |
| 3M | -9.1% | -2.2% | -6.9% | -8.7% |
| 6M | -37.3% | +4.1% | -41.4% | -39.3% |
| YTD | -54.9% | +9.1% | -64.0% | -57.8% |
| 1Y | -65.5% | +1.0% | -66.5% | -66.5% |
| 3Y | -63.3% | -13.3% | -50.0% | -62.2% |
| 5Y | -65.8% | -19.2% | -46.6% | -64.3% |
| 10Y | +40.1% | +25.9% | +14.2% | +16.4% |
| All | +40.1% | +24.5% | +15.7% | +16.4% |
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