-44.8%
COMP vs PPG
-16.2%
-28.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -1.1% |
| 7D | +1.4% | -1.5% | +2.8% | +2.9% |
| 30D | -13.3% | -5.0% | -8.4% | -8.7% |
| 3M | +41.1% | +1.1% | +40.0% | +39.6% |
| 6M | +17.2% | -3.2% | +20.3% | +22.2% |
| YTD | +5.2% | +11.9% | -6.7% | -6.4% |
| 1Y | +18.9% | +5.3% | +13.6% | +11.8% |
| 3Y | +215.9% | -15.0% | +230.9% | +270.5% |
| 5Y | -31.2% | -19.6% | -11.6% | -24.2% |
| All | -44.8% | -16.2% | -28.7% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling