+432.5%
EWZ vs PPG
+822.0%
-389.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.7% |
| 7D | +6.5% | -1.5% | +8.0% | +7.4% |
| 30D | +4.8% | -5.0% | +9.8% | +8.1% |
| 3M | +9.9% | +1.1% | +8.8% | +7.9% |
| 6M | +1.9% | -3.2% | +5.1% | +2.1% |
| YTD | +20.3% | +11.9% | +8.4% | +9.2% |
| 1Y | +35.6% | +5.3% | +30.3% | +27.0% |
| 3Y | +43.4% | -15.0% | +58.4% | +48.9% |
| 5Y | +55.9% | -19.6% | +75.5% | +57.0% |
| 10Y | +84.2% | +27.0% | +57.1% | +26.8% |
| All | +432.5% | +822.0% | -389.5% | -0.9% |
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