+384.7%
AGI vs PPG
-24.1%
+408.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -2.7% | -6.2% | +3.5% | -0.9% |
| 30D | +7.2% | -7.9% | +15.2% | +9.9% |
| 3M | +4.3% | -10.2% | +14.5% | +7.6% |
| 6M | -27.1% | +2.7% | -29.8% | -27.3% |
| YTD | -6.6% | +4.9% | -11.5% | -7.2% |
| 1Y | +9.5% | -3.2% | +12.7% | +10.6% |
| 3Y | +208.4% | -17.0% | +225.4% | +220.4% |
| All | +384.7% | -24.1% | +408.8% | +391.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling