+369.5%
ALAB vs PPG
-21.1%
+390.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +1.9% | +2.2% |
| 7D | -6.2% | -6.2% | +0.1% | -3.7% |
| 30D | -8.7% | -7.9% | -0.7% | -5.6% |
| 3M | -20.7% | -10.2% | -10.5% | -17.6% |
| 6M | +133.5% | +2.7% | +130.9% | +128.6% |
| YTD | +75.1% | +4.9% | +70.2% | +64.9% |
| 1Y | +25.0% | -3.2% | +28.2% | +23.1% |
| All | +369.5% | -21.1% | +390.6% | +303.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling