+32.9%
A vs PPG
-17.4%
+50.3%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.2% | +2.4% |
| 7D | -2.6% | -6.2% | +3.6% | +0.6% |
| 30D | -0.9% | -7.9% | +7.1% | +3.3% |
| 3M | +13.6% | -10.2% | +23.9% | +19.3% |
| 6M | +27.8% | +2.7% | +25.2% | +23.7% |
| YTD | +8.6% | +4.9% | +3.7% | +2.4% |
| 1Y | +16.9% | -3.2% | +20.1% | +15.6% |
| 3Y | +32.9% | -17.0% | +49.9% | +40.4% |
| All | +32.9% | -17.4% | +50.3% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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