-65.5%
CSGP vs PPG
+2.7%
-68.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.4% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | +0.3% | -7.8% | +8.1% | +1.6% |
| 3M | -9.1% | -2.2% | -6.9% | -8.8% |
| 6M | -37.3% | +4.1% | -41.4% | -37.6% |
| YTD | -54.9% | +9.1% | -64.0% | -58.5% |
| 1Y | -65.5% | +1.0% | -66.5% | -67.0% |
| All | -65.5% | +2.7% | -68.2% | -67.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling