+1,264.4%
BE vs PPG
-24.1%
+1,288.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.4% | +6.2% | +6.4% |
| 7D | +9.0% | -6.2% | +15.3% | +13.8% |
| 30D | +16.3% | -7.9% | +24.2% | +22.9% |
| 3M | +10.8% | -10.2% | +21.0% | +17.8% |
| 6M | +73.2% | +2.7% | +70.5% | +65.6% |
| YTD | +217.4% | +4.9% | +212.5% | +193.4% |
| 1Y | +309.8% | -3.2% | +313.0% | +299.4% |
| 3Y | +1,726.2% | -17.0% | +1,743.2% | +1,931.7% |
| All | +1,264.4% | -24.1% | +1,288.5% | +1,338.6% |
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 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