+14,232.0%
DE vs PPG
+2,583.7%
+11,648.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.6% |
| 7D | -2.6% | -6.2% | +3.7% | +1.1% |
| 30D | +9.0% | -7.9% | +17.0% | +14.1% |
| 3M | +19.1% | -10.2% | +29.4% | +26.0% |
| 6M | +14.4% | +2.7% | +11.7% | +11.1% |
| YTD | +45.9% | +4.9% | +41.1% | +39.3% |
| 1Y | +43.6% | -3.2% | +46.8% | +43.0% |
| 3Y | +75.9% | -17.0% | +92.9% | +88.1% |
| 5Y | +98.8% | -23.3% | +122.1% | +113.9% |
| 10Y | +861.4% | +26.4% | +835.0% | +644.6% |
| All | +14,232.0% | +2,583.7% | +11,648.3% | +2,300.4% |
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