-53.5%
CSGP vs PPG
+33.3%
-86.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +2.0% |
| 7D | -1.8% | +0.3% | -2.2% | -1.9% |
| 30D | +5.3% | +20.5% | -15.2% | +3.5% |
| 3M | +3.3% | +5.3% | -2.0% | +2.6% |
| 6M | -4.7% | +15.8% | -20.5% | -5.4% |
| YTD | -53.5% | +24.6% | -78.1% | -56.4% |
| All | -53.5% | +33.3% | -86.9% | -58.1% |
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