+489.5%
F vs PPG
+3,036.2%
-2,546.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -3.1% | +0.7% | -3.8% | -3.5% |
| 30D | 0.0% | +17.6% | -17.5% | -9.6% |
| 3M | -13.2% | +7.5% | -20.7% | -17.1% |
| 6M | -10.2% | +17.6% | -27.8% | -19.5% |
| YTD | -4.9% | +22.6% | -27.5% | -17.9% |
| 1Y | -6.1% | +28.0% | -34.1% | -21.1% |
| 3Y | +46.0% | +1.8% | +44.2% | +39.5% |
| 5Y | -15.7% | -15.5% | -0.2% | -10.0% |
| 10Y | +64.3% | +54.9% | +9.4% | +18.5% |
| All | +489.5% | +3,036.2% | -2,546.6% | -4.0% |
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 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