+2,357.9%
EXC vs PPG
+2,691.0%
-333.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +1.4% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | -2.7% | -7.8% | +5.1% | -0.5% |
| 3M | -1.0% | -2.2% | +1.2% | -0.7% |
| 6M | -9.3% | +4.1% | -13.4% | -11.2% |
| YTD | +3.6% | +9.1% | -5.5% | -0.3% |
| 1Y | +5.9% | +1.0% | +5.0% | +3.9% |
| 3Y | +21.3% | -13.3% | +34.6% | +22.5% |
| 5Y | +46.2% | -19.2% | +65.4% | +47.7% |
| 10Y | +151.5% | +25.9% | +125.6% | +116.3% |
| All | +2,357.9% | +2,691.0% | -333.1% | +820.5% |
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