+117.0%
ALL vs PPG
-23.1%
+140.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.4% | +0.7% |
| 7D | -2.2% | -3.7% | +1.5% | -1.2% |
| 30D | -5.6% | -7.2% | +1.6% | -3.7% |
| 3M | +17.2% | -7.3% | +24.6% | +19.0% |
| 6M | +23.2% | +0.3% | +23.0% | +21.5% |
| YTD | +23.6% | +6.5% | +17.1% | +19.0% |
| 1Y | +29.2% | +0.5% | +28.6% | +26.5% |
| 3Y | +153.8% | -15.3% | +169.1% | +158.7% |
| All | +117.0% | -23.1% | +140.0% | +118.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling