-68.8%
AAOX vs PPG
+13.5%
-82.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.6% | +8.9% | +9.1% |
| 7D | -2.5% | -1.5% | -1.0% | -1.2% |
| 30D | -41.1% | -5.0% | -36.2% | -38.4% |
| 3M | -84.7% | +1.1% | -85.8% | -84.7% |
| All | -68.8% | +13.5% | -82.3% | -71.1% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling