+257.6%
ALAB vs PPG
-7.8%
+265.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | +16.3% | +0.7% | +15.6% | +16.1% |
| 30D | -26.1% | +17.6% | -43.7% | -30.9% |
| 3M | -31.3% | +7.5% | -38.7% | -33.3% |
| 6M | -1.0% | +17.6% | -18.6% | -7.6% |
| YTD | +33.3% | +22.6% | +10.8% | +18.0% |
| 1Y | +53.5% | +28.0% | +25.5% | +32.5% |
| All | +257.6% | -7.8% | +265.4% | +188.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling