-15.7%
PPG vs CPB
-40.6%
+24.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | -3.7% | -8.0% | +4.3% | -1.7% |
| 30D | -7.2% | -2.4% | -4.8% | -6.8% |
| 3M | -7.3% | +0.5% | -7.9% | -7.8% |
| 6M | +0.3% | -10.5% | +10.7% | +2.6% |
| YTD | +6.5% | -17.5% | +24.1% | +11.1% |
| 1Y | +0.5% | -31.0% | +31.6% | +9.8% |
| All | -15.7% | -40.6% | +24.9% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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