+1,008.9%
BE vs PPG
+19.4%
+989.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.5% | +12.1% | +11.7% |
| 7D | +29.8% | 0.0% | +29.7% | +29.5% |
| 30D | +26.4% | -7.8% | +34.2% | +34.8% |
| 3M | +9.3% | -2.2% | +11.5% | +9.6% |
| 6M | +105.1% | +4.1% | +100.9% | +91.6% |
| YTD | +219.0% | +9.1% | +210.0% | +181.5% |
| 1Y | +418.8% | +1.0% | +417.8% | +383.0% |
| 3Y | +1,784.6% | -13.3% | +1,797.8% | +1,893.1% |
| 5Y | +1,251.0% | -19.2% | +1,270.2% | +1,403.5% |
| All | +1,008.9% | +19.4% | +989.5% | +560.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling