-63.1%
CSGP vs PPG
-15.7%
-47.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +1.3% | +0.7% | +0.6% | +1.0% |
| 30D | +2.8% | +17.6% | -14.7% | -4.6% |
| 3M | -6.3% | +7.5% | -13.8% | -9.6% |
| 6M | -3.2% | +17.6% | -20.8% | -11.1% |
| YTD | -54.0% | +22.6% | -76.5% | -59.6% |
| 1Y | -54.8% | +28.0% | -82.8% | -61.3% |
| 3Y | -60.6% | +1.8% | -62.4% | -62.3% |
| All | -63.1% | -15.7% | -47.4% | -60.8% |
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 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