+2.7%
AA vs PPG
-24.6%
+27.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.0% | -2.8% | -3.3% |
| 7D | -5.4% | -5.1% | -0.2% | -1.8% |
| 30D | -10.7% | -9.6% | -1.1% | -4.0% |
| 3M | -26.2% | -6.4% | -19.7% | -23.4% |
| 6M | -20.9% | +0.5% | -21.5% | -23.6% |
| YTD | -8.6% | +4.4% | -13.1% | -15.7% |
| 1Y | +57.4% | -0.9% | +58.3% | +51.2% |
| 3Y | +77.8% | -17.0% | +94.8% | +98.4% |
| 5Y | +2.7% | -23.7% | +26.3% | +10.8% |
| All | +2.7% | -24.6% | +27.3% | +10.8% |
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