+24.1%
PPG vs CGNX
+193.6%
-169.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | -0.7% |
| 7D | -6.2% | +3.2% | -9.4% | -7.1% |
| 30D | -7.9% | +6.0% | -13.9% | -9.7% |
| 3M | -10.2% | +3.5% | -13.8% | -11.8% |
| 6M | +2.7% | +26.3% | -23.6% | -5.1% |
| YTD | +4.9% | +79.2% | -74.4% | -14.2% |
| 1Y | -3.2% | +43.8% | -47.0% | -16.3% |
| 3Y | -17.0% | +52.0% | -68.9% | -32.7% |
| 5Y | -23.3% | -24.0% | +0.7% | -26.0% |
| All | +24.1% | +193.6% | -169.5% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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