+222.9%
EWY vs PPG
-17.4%
+240.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.0% |
| 7D | -0.1% | -6.2% | +6.2% | +3.3% |
| 30D | +7.3% | -7.9% | +15.2% | +12.0% |
| 3M | -5.1% | -10.2% | +5.1% | 0.0% |
| 6M | +42.1% | +2.7% | +39.4% | +40.0% |
| YTD | +94.1% | +4.9% | +89.2% | +89.3% |
| 1Y | +147.8% | -3.2% | +151.0% | +149.8% |
| 3Y | +222.9% | -17.0% | +239.9% | +238.2% |
| All | +222.9% | -17.4% | +240.3% | +238.2% |
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 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