+43.0%
EXC vs PPG
-24.1%
+67.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.6% |
| 7D | -1.1% | -6.2% | +5.1% | +0.1% |
| 30D | -3.6% | -7.9% | +4.3% | -2.2% |
| 3M | -4.3% | -10.2% | +6.0% | -2.5% |
| 6M | -9.9% | +2.7% | -12.6% | -11.0% |
| YTD | +1.8% | +4.9% | -3.1% | -0.3% |
| 1Y | +2.9% | -3.2% | +6.1% | +2.5% |
| 3Y | +19.1% | -17.0% | +36.1% | +22.7% |
| All | +43.0% | -24.1% | +67.0% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling