+305.8%
AA vs PPG
+2,691.0%
-2,385.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +5.5% |
| 7D | +1.7% | 0.0% | +1.6% | +1.5% |
| 30D | +3.3% | -7.8% | +11.1% | +9.7% |
| 3M | -29.4% | -2.2% | -27.2% | -29.0% |
| 6M | -12.8% | +4.1% | -17.0% | -17.9% |
| YTD | -2.1% | +9.1% | -11.2% | -12.0% |
| 1Y | +62.8% | +1.0% | +61.8% | +54.9% |
| 3Y | +90.5% | -13.3% | +103.7% | +106.2% |
| 5Y | +19.1% | -19.2% | +38.3% | +33.8% |
| 10Y | +124.8% | +25.9% | +98.9% | +84.2% |
| All | +305.8% | +2,691.0% | -2,385.3% | -37.6% |
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