+11.7%
D vs PPG
-15.7%
+27.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | -1.4% | +0.7% | -2.1% | -1.6% |
| 30D | +7.7% | +17.6% | -9.8% | +3.7% |
| 3M | -0.3% | +7.5% | -7.7% | -2.1% |
| 6M | +10.1% | +17.6% | -7.6% | +5.4% |
| YTD | +19.1% | +22.6% | -3.5% | +12.2% |
| 1Y | +15.9% | +28.0% | -12.1% | +7.9% |
| 3Y | +75.0% | +1.8% | +73.2% | +70.8% |
| All | +11.7% | -15.7% | +27.3% | +15.2% |
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