-28.2%
EW vs PPG
-24.6%
-3.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.3% |
| 7D | -3.4% | -5.1% | +1.8% | -1.6% |
| 30D | -7.4% | -9.6% | +2.2% | -4.2% |
| 3M | +0.9% | -6.4% | +7.4% | +2.7% |
| 6M | +1.2% | +0.5% | +0.6% | -0.1% |
| YTD | +1.8% | +4.4% | -2.7% | -1.6% |
| 1Y | +10.8% | -0.9% | +11.7% | +9.1% |
| 3Y | +17.1% | -17.0% | +34.1% | +21.5% |
| 5Y | -28.2% | -23.7% | -4.6% | -24.2% |
| All | -28.2% | -24.6% | -3.7% | -24.2% |
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