+3,716.0%
ALL vs PPG
+1,309.3%
+2,406.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -3.0% | -2.1% |
| 7D | 0.0% | -1.5% | +1.5% | +0.7% |
| 30D | -1.5% | -5.0% | +3.5% | +0.7% |
| 3M | +23.6% | +1.1% | +22.5% | +21.7% |
| 6M | +22.3% | -3.2% | +25.5% | +21.4% |
| YTD | +26.5% | +11.9% | +14.6% | +16.6% |
| 1Y | +27.0% | +5.3% | +21.7% | +20.1% |
| 3Y | +149.6% | -15.0% | +164.6% | +154.8% |
| 5Y | +118.1% | -19.6% | +137.7% | +122.1% |
| 10Y | +369.0% | +27.0% | +341.9% | +259.9% |
| All | +3,716.0% | +1,309.3% | +2,406.6% | +892.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling