+99.6%
DE vs PPG
-24.1%
+123.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.5% |
| 7D | -2.6% | -6.2% | +3.7% | +0.2% |
| 30D | +9.0% | -7.9% | +17.0% | +12.9% |
| 3M | +19.1% | -10.2% | +29.4% | +24.4% |
| 6M | +14.4% | +2.7% | +11.7% | +12.0% |
| YTD | +45.9% | +4.9% | +41.1% | +40.9% |
| 1Y | +43.6% | -3.2% | +46.8% | +43.4% |
| 3Y | +75.9% | -17.0% | +92.9% | +84.7% |
| All | +99.6% | -24.1% | +123.7% | +103.3% |
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 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