+40.4%
EXC vs PPG
-15.7%
+56.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +1.4% | +0.7% | +0.6% | +1.2% |
| 30D | +8.6% | +17.6% | -9.0% | +5.2% |
| 3M | +2.4% | +7.5% | -5.1% | +0.9% |
| 6M | +6.5% | +17.6% | -11.2% | +2.9% |
| YTD | +9.0% | +22.6% | -13.5% | +3.7% |
| 1Y | +4.6% | +28.0% | -23.4% | -1.6% |
| 3Y | +33.5% | +1.8% | +31.7% | +31.9% |
| All | +40.4% | -15.7% | +56.1% | +42.7% |
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