+1,611.9%
BE vs PPG
-17.7%
+1,629.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -3.1% |
| 7D | +9.7% | -5.1% | +14.9% | +12.4% |
| 30D | +22.4% | -9.6% | +31.9% | +28.1% |
| 3M | +10.4% | -6.4% | +16.8% | +12.9% |
| 6M | +67.9% | +0.5% | +67.3% | +64.9% |
| YTD | +197.5% | +4.4% | +193.1% | +180.6% |
| 1Y | +310.6% | -0.9% | +311.5% | +298.8% |
| All | +1,611.9% | -17.7% | +1,629.6% | +1,852.9% |
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 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