+15.1%
COMP vs PPG
-0.7%
+15.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.7% | +1.6% |
| 7D | +0.8% | -3.7% | +4.6% | +4.6% |
| 30D | -13.9% | -7.2% | -6.7% | -7.2% |
| 3M | +30.7% | -7.3% | +38.1% | +40.8% |
| 6M | +18.7% | +0.3% | +18.4% | +18.1% |
| YTD | +1.0% | +6.5% | -5.5% | -5.3% |
| 1Y | +15.1% | +0.5% | +14.6% | +7.8% |
| All | +15.1% | -0.7% | +15.8% | +7.8% |
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 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