-64.8%
CSGP vs PPG
-16.3%
-48.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -3.2% |
| 7D | -4.1% | -1.5% | -2.6% | -3.5% |
| 30D | +2.3% | -5.0% | +7.3% | +4.6% |
| 3M | -8.2% | +1.1% | -9.3% | -9.2% |
| 6M | -35.1% | -3.2% | -31.9% | -35.0% |
| YTD | -54.0% | +11.9% | -65.9% | -57.8% |
| 1Y | -65.3% | +5.3% | -70.6% | -67.1% |
| 3Y | -62.6% | -15.0% | -47.6% | -60.6% |
| All | -64.8% | -16.3% | -48.5% | -63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling