+108.4%
B vs PPG
-14.6%
+123.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.5% |
| 7D | -6.2% | -0.2% | -6.0% | -6.1% |
| 30D | -6.6% | +17.7% | -24.3% | -11.0% |
| 3M | -7.9% | +7.4% | -15.3% | -9.8% |
| 6M | -16.8% | +16.4% | -33.2% | -20.3% |
| YTD | -11.7% | +22.4% | -34.0% | -16.5% |
| 1Y | +3.5% | +28.6% | -25.1% | -3.3% |
| 3Y | +165.7% | +2.0% | +163.7% | +160.1% |
| 5Y | +108.4% | -15.6% | +124.0% | +102.8% |
| All | +108.4% | -14.6% | +123.0% | +102.8% |
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