+2,735.9%
PPG vs CPB
+325.7%
+2,410.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.0% | +2.6% |
| 7D | -1.5% | -8.6% | +7.1% | +1.0% |
| 30D | -5.0% | -7.2% | +2.3% | -3.1% |
| 3M | +1.1% | +0.9% | +0.2% | +0.4% |
| 6M | -3.2% | -11.8% | +8.6% | -0.3% |
| YTD | +11.9% | -19.4% | +31.3% | +17.9% |
| 1Y | +5.3% | -30.4% | +35.7% | +15.5% |
| 3Y | -15.0% | -40.2% | +25.2% | -3.9% |
| 5Y | -19.6% | -39.5% | +19.9% | -10.7% |
| 10Y | +27.0% | -47.4% | +74.4% | +40.0% |
| All | +2,735.9% | +325.7% | +2,410.2% | +1,655.8% |
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