+611.0%
PPG vs CNI
+6,516.9%
-5,905.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.1% |
| 7D | -6.2% | -0.4% | -5.9% | -6.0% |
| 30D | -7.9% | -2.7% | -5.2% | -6.6% |
| 3M | -10.2% | +3.9% | -14.1% | -12.3% |
| 6M | +2.7% | +16.4% | -13.7% | -5.8% |
| YTD | +4.9% | +25.8% | -20.9% | -8.0% |
| 1Y | -3.2% | +32.4% | -35.6% | -17.7% |
| 3Y | -17.0% | +19.1% | -36.1% | -25.8% |
| 5Y | -23.3% | +13.6% | -36.9% | -30.2% |
| 10Y | +26.4% | +136.8% | -110.4% | -24.7% |
| All | +611.0% | +6,516.9% | -5,905.8% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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