+9.5%
AGI vs PPG
-0.8%
+10.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -2.7% | -6.2% | +3.5% | +0.5% |
| 30D | +7.2% | -7.9% | +15.2% | +11.9% |
| 3M | +4.3% | -10.2% | +14.5% | +10.1% |
| 6M | -27.1% | +2.7% | -29.8% | -27.5% |
| YTD | -6.6% | +4.9% | -11.5% | -2.9% |
| 1Y | +9.5% | -3.2% | +12.7% | +20.5% |
| All | +9.5% | -0.8% | +10.3% | +20.5% |
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 · 6 months rolling