+55.4%
CVS vs PPG
-17.7%
+73.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.3% |
| 7D | -2.0% | -5.1% | +3.2% | -1.0% |
| 30D | +1.9% | -9.6% | +11.5% | +3.8% |
| 3M | -2.2% | -6.4% | +4.2% | -1.2% |
| 6M | +26.7% | +0.5% | +26.2% | +25.6% |
| YTD | +22.9% | +4.4% | +18.4% | +20.4% |
| 1Y | +32.9% | -0.9% | +33.8% | +31.5% |
| All | +55.4% | -17.7% | +73.1% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling