-17.9%
COMP vs PPG
-16.6%
-1.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.7% | +11.5% | +11.5% |
| 7D | +13.4% | +2.4% | +11.1% | +10.7% |
| 30D | +11.1% | +16.5% | -5.4% | -6.3% |
| 3M | -18.8% | +5.1% | -23.9% | -23.4% |
| 6M | +10.5% | +11.1% | -0.6% | -1.8% |
| YTD | -3.4% | +21.7% | -25.1% | -23.2% |
| 1Y | +19.7% | +32.0% | -12.3% | -13.5% |
| 3Y | +381.6% | +2.8% | +378.8% | +352.3% |
| All | -17.9% | -16.6% | -1.2% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling