+2,271.9%
D vs PPG
+2,762.5%
-490.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.8% |
| 7D | +1.5% | -1.5% | +2.9% | +1.8% |
| 30D | -2.6% | -5.0% | +2.4% | -1.4% |
| 3M | 0.0% | +1.1% | -1.1% | -0.6% |
| 6M | +7.4% | -3.2% | +10.5% | +7.4% |
| YTD | +15.9% | +11.9% | +4.0% | +11.6% |
| 1Y | +18.1% | +5.3% | +12.8% | +15.2% |
| 3Y | +58.4% | -15.0% | +73.4% | +61.6% |
| 5Y | +5.2% | -19.6% | +24.8% | +6.9% |
| 10Y | +35.9% | +27.0% | +8.8% | +19.3% |
| All | +2,271.9% | +2,762.5% | -490.6% | +952.0% |
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