-23.1%
PPG vs CPB
-41.0%
+17.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -6.2% | -1.8% | -4.5% | -5.9% |
| 30D | -7.9% | -7.1% | -0.9% | -6.6% |
| 3M | -10.2% | -6.0% | -4.2% | -9.2% |
| 6M | +2.7% | -5.3% | +7.9% | +3.5% |
| YTD | +4.9% | -20.8% | +25.7% | +9.8% |
| 1Y | -3.2% | -33.8% | +30.7% | +5.3% |
| 3Y | -17.0% | -43.7% | +26.7% | -7.7% |
| All | -23.1% | -41.0% | +17.9% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling