-16.3%
A vs PPG
-24.6%
+8.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.8% | -0.1% |
| 7D | -4.6% | -5.1% | +0.6% | -2.0% |
| 30D | -4.3% | -9.6% | +5.3% | +0.7% |
| 3M | +8.9% | -6.4% | +15.4% | +11.9% |
| 6M | +24.5% | +0.5% | +24.0% | +22.2% |
| YTD | +5.8% | +4.4% | +1.4% | +0.9% |
| 1Y | +16.2% | -0.9% | +17.1% | +13.7% |
| 3Y | +28.5% | -17.0% | +45.4% | +36.8% |
| 5Y | -16.3% | -23.7% | +7.3% | -11.9% |
| All | -16.3% | -24.6% | +8.2% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling