+18.2%
EWZ vs PPG
+4.5%
+13.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +1.3% | +3.2% | -1.9% | +0.4% |
| 30D | -26.2% | +20.4% | -46.6% | -30.0% |
| 3M | -8.6% | +8.4% | -17.0% | -10.8% |
| 6M | -17.0% | +15.6% | -32.7% | -21.0% |
| YTD | +2.2% | +24.4% | -22.3% | -5.4% |
| 1Y | +2.7% | +32.9% | -30.2% | -6.7% |
| 3Y | +18.2% | +3.7% | +14.5% | +12.4% |
| All | +18.2% | +4.5% | +13.7% | +12.4% |
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 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