-64.8%
CSGP vs PPL
+39.5%
-104.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -4.1% | +2.7% | -6.7% | -5.2% |
| 30D | +2.3% | +0.5% | +1.9% | +2.1% |
| 3M | -8.2% | +0.7% | -8.8% | -8.4% |
| 6M | -35.1% | -7.6% | -27.5% | -32.9% |
| YTD | -54.0% | +1.8% | -55.9% | -54.7% |
| 1Y | -65.3% | -0.8% | -64.6% | -65.5% |
| 3Y | -62.6% | +56.9% | -119.4% | -71.3% |
| All | -64.8% | +39.5% | -104.3% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling