+24.5%
ALAB vs PPG
+38.5%
-13.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.0% | -9.4% | -5.2% |
| 7D | -24.9% | +7.5% | -32.3% | -26.0% |
| 30D | -38.4% | +20.9% | -59.3% | -41.0% |
| 3M | -38.3% | +8.7% | -47.0% | -39.7% |
| 6M | +10.9% | +23.8% | -12.9% | +7.5% |
| YTD | +34.2% | +26.5% | +7.7% | +22.4% |
| 1Y | +24.5% | +37.6% | -13.1% | +10.8% |
| All | +24.5% | +38.5% | -13.9% | +10.8% |
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