+96.9%
AU vs PPG
+5.2%
+91.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -3.4% |
| 7D | -3.6% | -1.5% | -2.2% | -2.7% |
| 30D | +23.9% | -5.0% | +28.8% | +28.1% |
| 3M | +19.1% | +1.1% | +17.9% | +17.7% |
| 6M | -0.2% | -3.2% | +3.0% | -2.5% |
| YTD | +32.5% | +11.9% | +20.6% | +28.8% |
| 1Y | +96.9% | +5.3% | +91.6% | +97.9% |
| All | +96.9% | +5.2% | +91.7% | +97.9% |
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