+365.7%
ALAB vs PPG
-17.9%
+383.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.5% | -4.4% | -6.0% |
| 7D | +3.2% | 0.0% | +3.2% | +3.3% |
| 30D | -13.6% | -7.8% | -5.8% | -10.7% |
| 3M | -16.6% | -2.2% | -14.4% | -16.1% |
| 6M | +142.3% | +4.1% | +138.2% | +135.9% |
| YTD | +73.6% | +9.1% | +64.6% | +61.1% |
| 1Y | +33.7% | +1.0% | +32.7% | +29.3% |
| All | +365.7% | -17.9% | +383.6% | +294.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling