+158.8%
B vs PPG
-20.0%
+178.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.8% |
| 7D | +1.0% | -3.7% | +4.8% | +2.1% |
| 30D | +9.5% | -7.2% | +16.7% | +11.8% |
| 3M | +14.3% | -7.3% | +21.7% | +16.9% |
| 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% | +55.7% |
| 3Y | +202.0% | -15.3% | +217.3% | +210.7% |
| 5Y | +158.8% | -22.9% | +181.7% | +159.9% |
| All | +158.8% | -20.0% | +178.8% | +159.9% |
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