+27.2%
F vs PPG
-0.6%
+27.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.0% | +5.2% | +4.0% |
| 7D | -3.7% | -5.1% | +1.5% | -1.6% |
| 30D | -0.7% | -9.6% | +8.8% | +3.4% |
| 3M | -1.9% | -6.4% | +4.5% | 0.0% |
| 6M | +16.1% | +0.5% | +15.6% | +14.4% |
| YTD | +9.5% | +4.4% | +5.0% | +6.6% |
| 1Y | +27.2% | -0.9% | +28.1% | +26.1% |
| All | +27.2% | -0.6% | +27.8% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling