+381.6%
COMP vs PPG
+2.5%
+379.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.7% | +11.5% | +11.4% |
| 7D | +13.4% | +2.4% | +11.1% | +11.4% |
| 30D | +11.1% | +16.5% | -5.4% | -2.6% |
| 3M | -18.8% | +5.1% | -23.9% | -22.3% |
| 6M | +10.5% | +11.1% | -0.6% | +1.4% |
| YTD | -3.4% | +21.7% | -25.1% | -17.9% |
| 1Y | +19.7% | +32.0% | -12.3% | -4.5% |
| 3Y | +381.6% | +2.8% | +378.8% | +289.7% |
| All | +381.6% | +2.5% | +379.1% | +289.7% |
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