+424.3%
AG vs PPG
+404.8%
+19.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.9% | -3.9% |
| 7D | -5.8% | -5.1% | -0.7% | -3.3% |
| 30D | +6.4% | -9.6% | +15.9% | +11.8% |
| 3M | +28.4% | -6.4% | +34.8% | +33.0% |
| 6M | -24.5% | +0.5% | -25.0% | -24.4% |
| YTD | +21.2% | +4.4% | +16.8% | +19.1% |
| 1Y | +114.1% | -0.9% | +115.0% | +115.1% |
| 3Y | +268.0% | -17.0% | +285.0% | +297.4% |
| 5Y | +67.3% | -23.7% | +91.0% | +83.0% |
| 10Y | +66.1% | +25.9% | +40.2% | +25.4% |
| All | +424.3% | +404.8% | +19.5% | +40.0% |
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