-17.0%
PPG vs CLBK
+52.2%
-69.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -6.2% | -1.5% | -4.8% | -5.8% |
| 30D | -7.9% | -1.0% | -6.9% | -7.7% |
| 3M | -10.2% | +22.9% | -33.1% | -16.4% |
| 6M | +2.7% | +44.2% | -41.5% | -9.3% |
| YTD | +4.9% | +64.0% | -59.1% | -11.2% |
| 1Y | -3.2% | +65.7% | -68.9% | -18.6% |
| 3Y | -17.0% | +54.1% | -71.1% | -31.4% |
| All | -17.0% | +52.2% | -69.2% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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