+347.0%
EWZ vs PPG
+908.5%
-561.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -0.7% |
| 7D | +0.1% | -0.2% | +0.2% | +0.2% |
| 30D | -25.9% | +17.7% | -43.6% | -33.5% |
| 3M | -6.1% | +7.4% | -13.5% | -11.0% |
| 6M | -16.1% | +16.4% | -32.5% | -25.3% |
| YTD | +1.0% | +22.4% | -21.4% | -14.1% |
| 1Y | 0.0% | +28.6% | -28.6% | -17.8% |
| 3Y | +16.8% | +2.0% | +14.9% | +7.3% |
| 5Y | +52.1% | -15.6% | +67.7% | +48.7% |
| 10Y | +63.6% | +54.6% | +9.0% | -1.8% |
| All | +347.0% | +908.5% | -561.4% | -21.9% |
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