+253.4%
AG vs PPG
-17.4%
+270.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.4% | -3.2% |
| 7D | -6.7% | -6.2% | -0.5% | -3.0% |
| 30D | +2.2% | -7.9% | +10.1% | +7.4% |
| 3M | +15.7% | -10.2% | +25.9% | +23.6% |
| 6M | -23.8% | +2.7% | -26.5% | -24.5% |
| YTD | +17.6% | +4.9% | +12.8% | +16.1% |
| 1Y | +88.6% | -3.2% | +91.8% | +93.4% |
| 3Y | +253.4% | -17.0% | +270.4% | +304.3% |
| All | +253.4% | -17.4% | +270.8% | +304.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling