+3,007.0%
PPG vs CPB
+359.2%
+2,647.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.7% |
| 7D | +0.7% | -1.6% | +2.3% | +1.2% |
| 30D | +17.6% | +19.2% | -1.7% | +11.7% |
| 3M | +7.5% | -0.9% | +8.4% | +7.3% |
| 6M | +17.6% | +15.2% | +2.4% | +12.2% |
| YTD | +22.6% | -13.1% | +35.6% | +26.1% |
| 1Y | +28.0% | -22.4% | +50.4% | +36.0% |
| 3Y | +1.8% | -35.3% | +37.1% | +12.5% |
| 5Y | -15.5% | -33.0% | +17.5% | -9.0% |
| 10Y | +54.9% | -39.2% | +94.1% | +63.0% |
| All | +3,007.0% | +359.2% | +2,647.9% | +1,777.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling