+216.7%
CTVA vs PPG
+12.9%
+203.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | -4.5% | -6.2% | +1.7% | -1.6% |
| 30D | +11.3% | -7.9% | +19.3% | +15.6% |
| 3M | +12.3% | -10.2% | +22.5% | +17.4% |
| 6M | +7.2% | +2.7% | +4.5% | +3.7% |
| YTD | +26.0% | +4.9% | +21.1% | +19.8% |
| 1Y | +16.0% | -3.2% | +19.2% | +14.6% |
| 3Y | +73.9% | -17.0% | +90.9% | +83.1% |
| 5Y | +103.8% | -23.3% | +127.1% | +117.7% |
| All | +216.7% | +12.9% | +203.8% | +154.4% |
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