+54.6%
EWT vs PPG
-2.4%
+57.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.6% | -1.6% |
| 7D | -1.1% | -5.1% | +4.0% | +1.4% |
| 30D | +4.8% | -9.6% | +14.4% | +9.9% |
| 3M | +11.1% | -6.4% | +17.6% | +13.9% |
| 6M | +54.6% | +0.5% | +54.1% | +50.4% |
| All | +54.6% | -2.4% | +57.0% | +50.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling