+196.6%
B vs PPG
-16.1%
+212.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.9% |
| 7D | +1.0% | -3.7% | +4.8% | +2.3% |
| 30D | +9.5% | -7.2% | +16.7% | +12.3% |
| 3M | +14.3% | -7.3% | +21.7% | +17.4% |
| 6M | -1.9% | +0.3% | -2.1% | -1.8% |
| YTD | +4.1% | +6.5% | -2.4% | +2.6% |
| 1Y | +56.1% | +0.5% | +55.6% | +56.0% |
| All | +196.6% | -16.1% | +212.6% | +214.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling