+20.1%
COMP vs PPG
+38.5%
-18.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +5.0% | +2.8% | +2.7% |
| 7D | +9.5% | +7.5% | +2.0% | +2.0% |
| 30D | +8.1% | +20.9% | -12.8% | -11.1% |
| 3M | -16.3% | +8.7% | -25.0% | -23.2% |
| 6M | +42.2% | +23.8% | +18.4% | +16.1% |
| YTD | -5.0% | +26.5% | -31.5% | -24.4% |
| 1Y | +20.1% | +37.6% | -17.5% | -9.0% |
| All | +20.1% | +38.5% | -18.4% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling