+119.1%
ALL vs PPG
+2.6%
+116.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +5.0% | +0.7% | +4.3% | +4.9% |
| 30D | +13.3% | +17.6% | -4.2% | +10.8% |
| 3M | +3.2% | +7.5% | -4.3% | +2.1% |
| 6M | +25.3% | +17.6% | +7.7% | +21.7% |
| YTD | +30.5% | +22.6% | +7.9% | +24.8% |
| 1Y | +29.2% | +28.0% | +1.2% | +22.3% |
| 3Y | +119.1% | +1.8% | +117.3% | +101.2% |
| All | +119.1% | +2.6% | +116.5% | +101.2% |
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 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