+3,264.4%
CSGP vs PPL
+1,005.4%
+2,259.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -4.1% | +2.7% | -6.7% | -4.9% |
| 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% | -33.5% |
| YTD | -54.0% | +1.8% | -55.9% | -54.4% |
| 1Y | -65.3% | -0.8% | -64.6% | -65.4% |
| 3Y | -62.6% | +56.9% | -119.4% | -68.2% |
| 5Y | -64.8% | +39.5% | -104.3% | -69.0% |
| 10Y | +45.1% | +55.4% | -10.3% | +19.5% |
| All | +3,264.4% | +1,005.4% | +2,259.0% | +2,111.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling