-17.0%
PPG vs CPAY
+49.1%
-66.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -6.2% | -2.0% | -4.3% | -5.6% |
| 30D | -7.9% | -0.4% | -7.6% | -7.9% |
| 3M | -10.2% | +16.4% | -26.6% | -15.1% |
| 6M | +2.7% | +23.5% | -20.9% | -5.3% |
| YTD | +4.9% | +35.7% | -30.8% | -7.8% |
| 1Y | -3.2% | +30.2% | -33.4% | -13.6% |
| 3Y | -17.0% | +49.7% | -66.7% | -31.1% |
| All | -17.0% | +49.1% | -66.1% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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