+179.3%
EXE vs PPG
-10.9%
+190.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.7% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | +6.4% | -7.8% | +14.2% | +7.7% |
| 3M | +9.2% | -2.2% | +11.4% | +9.2% |
| 6M | -7.0% | +4.1% | -11.1% | -8.5% |
| YTD | -9.5% | +9.1% | -18.5% | -12.1% |
| 1Y | +6.2% | +1.0% | +5.3% | +4.8% |
| 3Y | +20.7% | -13.3% | +34.0% | +22.3% |
| 5Y | +103.6% | -19.2% | +122.8% | +101.1% |
| All | +179.3% | -10.9% | +190.1% | +185.1% |
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