+1,878.9%
CVS vs PPG
+2,625.9%
-747.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.1% |
| 7D | -1.9% | -3.7% | +1.8% | -0.7% |
| 30D | -0.3% | -7.2% | +6.9% | +2.1% |
| 3M | -1.1% | -7.3% | +6.2% | +0.9% |
| 6M | +23.7% | +0.3% | +23.4% | +22.1% |
| YTD | +23.0% | +6.5% | +16.5% | +18.7% |
| 1Y | +37.2% | +0.5% | +36.6% | +34.7% |
| 3Y | +62.4% | -15.3% | +77.7% | +66.2% |
| 5Y | +31.8% | -22.9% | +54.7% | +35.7% |
| 10Y | +41.9% | +28.4% | +13.5% | +17.6% |
| All | +1,878.9% | +2,625.9% | -747.0% | +459.7% |
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 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