+2,228.5%
ED vs PPG
+2,691.0%
-462.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.4% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | +1.1% | -7.8% | +8.9% | +2.7% |
| 3M | +4.6% | -2.2% | +6.8% | +4.8% |
| 6M | -2.0% | +4.1% | -6.1% | -3.5% |
| YTD | +11.7% | +9.1% | +2.6% | +8.7% |
| 1Y | +15.7% | +1.0% | +14.8% | +14.3% |
| 3Y | +34.4% | -13.3% | +47.6% | +35.4% |
| 5Y | +67.3% | -19.2% | +86.5% | +68.4% |
| 10Y | +104.0% | +25.9% | +78.1% | +80.7% |
| All | +2,228.5% | +2,691.0% | -462.6% | +895.4% |
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