+216.0%
C vs PPG
+2.6%
+213.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +4.2% | +0.7% | +3.4% | +3.8% |
| 30D | +2.0% | +17.6% | -15.6% | -5.2% |
| 3M | -10.1% | +7.5% | -17.6% | -13.1% |
| 6M | +1.0% | +17.6% | -16.6% | -7.0% |
| YTD | +8.5% | +22.6% | -14.1% | -4.1% |
| 1Y | +25.7% | +28.0% | -2.3% | +8.5% |
| 3Y | +216.0% | +1.8% | +214.2% | +195.5% |
| All | +216.0% | +2.6% | +213.4% | +195.5% |
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