+384.5%
ALAB vs PPG
-19.9%
+404.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.3% | +6.4% | +5.0% |
| 7D | +9.6% | -3.7% | +13.4% | +11.3% |
| 30D | -5.3% | -7.2% | +1.9% | -2.5% |
| 3M | -12.0% | -7.3% | -4.7% | -9.7% |
| 6M | +145.7% | +0.3% | +145.5% | +142.6% |
| YTD | +80.7% | +6.5% | +74.1% | +69.1% |
| 1Y | +40.1% | +0.5% | +39.6% | +35.1% |
| All | +384.5% | -19.9% | +404.4% | +313.7% |
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