+64.1%
DIA vs PPG
-24.1%
+88.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.5% | +0.8% |
| 7D | -1.6% | -6.2% | +4.7% | +0.7% |
| 30D | -2.0% | -7.9% | +5.9% | +0.9% |
| 3M | +3.6% | -10.2% | +13.8% | +7.3% |
| 6M | +11.5% | +2.7% | +8.9% | +9.4% |
| YTD | +10.4% | +4.9% | +5.5% | +6.9% |
| 1Y | +15.6% | -3.2% | +18.8% | +15.2% |
| 3Y | +58.9% | -17.0% | +75.9% | +64.9% |
| All | +64.1% | -24.1% | +88.2% | +70.4% |
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 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