+13.7%
AR vs PPG
+38.5%
-24.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +5.0% | -11.2% | -4.7% |
| 7D | -11.1% | +7.5% | -18.6% | -8.9% |
| 30D | +7.9% | +20.9% | -13.0% | +14.4% |
| 3M | +4.9% | +8.7% | -3.8% | +7.7% |
| 6M | -5.3% | +23.8% | -29.2% | +1.4% |
| YTD | +8.6% | +26.5% | -17.9% | +21.3% |
| 1Y | +13.7% | +37.6% | -23.9% | +29.9% |
| All | +13.7% | +38.5% | -24.8% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling