+40.0%
CVS vs PPG
+26.9%
+13.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -2.2% | -6.2% | +4.1% | -0.3% |
| 30D | -0.1% | -7.9% | +7.9% | +2.4% |
| 3M | -5.2% | -10.2% | +5.0% | -2.5% |
| 6M | +26.9% | +2.7% | +24.2% | +24.4% |
| YTD | +22.1% | +4.9% | +17.2% | +18.6% |
| 1Y | +30.8% | -3.2% | +34.0% | +30.1% |
| 3Y | +54.4% | -17.0% | +71.4% | +59.1% |
| 5Y | +33.4% | -23.3% | +56.7% | +38.1% |
| All | +40.0% | +26.9% | +13.2% | +19.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling