-62.8%
CSGP vs PPG
-14.7%
-48.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -2.9% |
| 7D | -4.1% | -1.5% | -2.6% | -3.6% |
| 30D | +2.3% | -5.0% | +7.3% | +4.0% |
| 3M | -8.2% | +1.1% | -9.3% | -8.8% |
| 6M | -35.1% | -3.2% | -31.9% | -34.7% |
| YTD | -54.0% | +11.9% | -65.9% | -57.1% |
| 1Y | -65.3% | +5.3% | -70.6% | -66.7% |
| All | -62.8% | -14.7% | -48.1% | -62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling