+3,300.3%
CSGP vs PPG
+615.4%
+2,684.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +1.1% |
| 7D | -1.8% | +0.3% | -2.2% | -2.0% |
| 30D | +5.3% | +20.5% | -15.2% | -3.8% |
| 3M | +3.3% | +5.3% | -2.0% | +0.4% |
| 6M | -4.7% | +15.8% | -20.5% | -12.0% |
| YTD | -53.5% | +24.6% | -78.1% | -59.3% |
| 1Y | -53.7% | +33.6% | -87.3% | -60.9% |
| 3Y | -59.7% | +5.0% | -64.8% | -62.3% |
| 5Y | -62.5% | -14.0% | -48.5% | -61.9% |
| 10Y | +67.3% | +58.2% | +9.0% | +19.6% |
| All | +3,300.3% | +615.4% | +2,684.9% | +1,076.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling