+3.6%
DG vs PPG
-17.7%
+21.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.8% |
| 7D | -6.3% | -5.1% | -1.2% | -5.0% |
| 30D | +2.4% | -9.6% | +12.0% | +5.1% |
| 3M | +12.4% | -6.4% | +18.9% | +14.3% |
| 6M | -14.9% | +0.5% | -15.4% | -15.2% |
| YTD | -6.1% | +4.4% | -10.5% | -7.3% |
| 1Y | +17.9% | -0.9% | +18.8% | +17.3% |
| All | +3.6% | -17.7% | +21.3% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling