+77.5%
CSGP vs PPL
+61.2%
+16.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +18.3% | +1.8% | +16.5% | +17.5% |
| 30D | +17.8% | +8.4% | +9.4% | +14.2% |
| 3M | +9.3% | +2.4% | +6.9% | +8.3% |
| 6M | -7.9% | -4.0% | -4.0% | -6.5% |
| YTD | -51.5% | +4.5% | -56.0% | -52.6% |
| 1Y | -53.3% | +1.7% | -55.0% | -53.8% |
| 3Y | -57.9% | +55.5% | -113.4% | -65.3% |
| 5Y | -61.3% | +47.0% | -108.3% | -67.5% |
| 10Y | +77.5% | +62.4% | +15.2% | +40.5% |
| All | +77.5% | +61.2% | +16.4% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling