+452.7%
A vs PPG
+575.7%
-123.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.1% |
| 7D | -4.4% | -3.7% | -0.7% | -2.3% |
| 30D | -2.7% | -7.2% | +4.5% | +1.6% |
| 3M | +7.0% | -7.3% | +14.4% | +11.0% |
| 6M | +24.6% | +0.3% | +24.4% | +22.3% |
| YTD | +7.0% | +6.5% | +0.5% | +0.7% |
| 1Y | +15.6% | +0.5% | +15.0% | +12.1% |
| 3Y | +29.9% | -15.3% | +45.2% | +38.1% |
| 5Y | -15.4% | -22.9% | +7.5% | -7.8% |
| 10Y | +248.9% | +28.4% | +220.5% | +157.2% |
| All | +452.7% | +575.7% | -123.0% | +44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling