+65.9%
EW vs PPG
+2.6%
+63.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +4.9% | +0.7% | +4.2% | +4.7% |
| 30D | +23.9% | +17.6% | +6.4% | +19.9% |
| 3M | +15.8% | +7.5% | +8.3% | +13.9% |
| 6M | +31.7% | +17.6% | +14.0% | +26.8% |
| YTD | +25.7% | +22.6% | +3.1% | +19.2% |
| 1Y | +24.4% | +28.0% | -3.6% | +16.8% |
| 3Y | +65.9% | +1.8% | +64.1% | +72.5% |
| All | +65.9% | +2.6% | +63.3% | +72.5% |
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 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