+11,570.3%
COST vs PPG
+2,572.2%
+8,998.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.7% |
| 7D | -2.5% | -5.1% | +2.7% | -0.7% |
| 30D | -4.4% | -9.6% | +5.1% | -1.0% |
| 3M | -8.1% | -6.4% | -1.7% | -6.4% |
| 6M | -9.2% | +0.5% | -9.8% | -10.8% |
| YTD | +5.1% | +4.4% | +0.7% | +1.5% |
| 1Y | -5.1% | -0.9% | -4.2% | -6.9% |
| 3Y | +70.4% | -17.0% | +87.3% | +74.6% |
| 5Y | +104.7% | -23.7% | +128.4% | +112.1% |
| 10Y | +608.8% | +25.9% | +583.0% | +469.1% |
| All | +11,570.3% | +2,572.2% | +8,998.0% | +2,286.3% |
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