-61.7%
CSGP vs PPG
+2.4%
-64.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.1% |
| 7D | -6.1% | -0.2% | -5.9% | -6.0% |
| 30D | +0.3% | +17.7% | -17.4% | -4.7% |
| 3M | -1.3% | +7.4% | -8.7% | -3.6% |
| 6M | -8.9% | +16.4% | -25.3% | -13.7% |
| YTD | -55.2% | +22.4% | -77.6% | -59.4% |
| 1Y | -56.4% | +28.6% | -85.0% | -61.4% |
| All | -61.7% | +2.4% | -64.1% | -62.8% |
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