+97.4%
AR vs PPG
-15.7%
+113.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +7.4% | +0.7% | +6.6% | +7.2% |
| 30D | +5.8% | +17.6% | -11.8% | +1.4% |
| 3M | +5.2% | +7.5% | -2.2% | +3.1% |
| 6M | +5.4% | +17.6% | -12.2% | -0.3% |
| YTD | +12.4% | +22.6% | -10.1% | +3.1% |
| 1Y | +12.8% | +28.0% | -15.2% | +1.5% |
| 3Y | +47.2% | +1.8% | +45.4% | +42.0% |
| All | +97.4% | -15.7% | +113.0% | +100.9% |
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 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