+3,033.3%
EQT vs PPG
+2,572.2%
+461.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.3% |
| 7D | -1.2% | -5.1% | +4.0% | +0.7% |
| 30D | +1.1% | -9.6% | +10.6% | +4.8% |
| 3M | +4.8% | -6.4% | +11.2% | +6.5% |
| 6M | -10.6% | +0.5% | -11.1% | -12.3% |
| YTD | +3.4% | +4.4% | -1.0% | -0.4% |
| 1Y | +8.7% | -0.9% | +9.6% | +6.3% |
| 3Y | +35.0% | -17.0% | +51.9% | +38.1% |
| 5Y | +204.2% | -23.7% | +227.9% | +214.5% |
| 10Y | +52.5% | +25.9% | +26.6% | +25.6% |
| All | +3,033.3% | +2,572.2% | +461.1% | +1,278.4% |
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