-10.9%
DOW vs PPG
+12.1%
-23.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | +0.9% |
| 7D | -6.0% | -3.7% | -2.3% | -3.8% |
| 30D | -2.7% | -7.2% | +4.5% | +1.9% |
| 3M | -10.5% | -7.3% | -3.1% | -8.1% |
| 6M | -12.4% | +0.3% | -12.7% | -17.6% |
| YTD | +30.0% | +6.5% | +23.5% | +16.3% |
| 1Y | +27.8% | +0.5% | +27.3% | +19.5% |
| 3Y | -34.9% | -15.3% | -19.6% | -31.3% |
| 5Y | -35.9% | -22.9% | -13.0% | -30.0% |
| All | -10.9% | +12.1% | -23.0% | -28.5% |
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