-24.2%
AR vs PPG
+72.0%
-96.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.5% |
| 7D | +2.5% | -1.5% | +4.0% | +3.2% |
| 30D | +14.8% | -5.0% | +19.8% | +17.4% |
| 3M | +6.2% | +1.1% | +5.1% | +3.9% |
| 6M | +4.3% | -3.2% | +7.5% | +2.4% |
| YTD | +14.4% | +11.9% | +2.5% | +2.7% |
| 1Y | +21.3% | +5.3% | +16.0% | +11.9% |
| 3Y | +39.8% | -15.0% | +54.8% | +42.1% |
| 5Y | +142.1% | -19.6% | +161.7% | +146.6% |
| 10Y | +52.0% | +27.0% | +25.0% | +8.1% |
| All | -24.2% | +72.0% | -96.3% | -45.3% |
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