+6,438.2%
EW vs PPG
+751.4%
+5,686.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.4% |
| 7D | -0.3% | -1.5% | +1.1% | +0.1% |
| 30D | +1.0% | -5.0% | +6.0% | +2.7% |
| 3M | +2.8% | +1.1% | +1.7% | +1.9% |
| 6M | +5.5% | -3.2% | +8.7% | +5.6% |
| YTD | +5.5% | +11.9% | -6.4% | 0.0% |
| 1Y | +11.0% | +5.3% | +5.7% | +7.3% |
| 3Y | +17.7% | -15.0% | +32.7% | +20.5% |
| 5Y | -25.7% | -19.6% | -6.1% | -23.6% |
| 10Y | +132.8% | +27.0% | +105.8% | +98.0% |
| All | +6,438.2% | +751.4% | +5,686.8% | +2,952.1% |
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