+615.0%
F vs PPG
+2,762.5%
-2,147.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.5% |
| 7D | +5.3% | -1.5% | +6.8% | +6.3% |
| 30D | +4.6% | -5.0% | +9.5% | +7.9% |
| 3M | -3.7% | +1.1% | -4.8% | -5.2% |
| 6M | +16.8% | -3.2% | +20.0% | +17.3% |
| YTD | +15.3% | +11.9% | +3.4% | +5.5% |
| 1Y | +31.0% | +5.3% | +25.7% | +23.9% |
| 3Y | +45.4% | -15.0% | +60.4% | +55.3% |
| 5Y | +54.7% | -19.6% | +74.3% | +70.2% |
| 10Y | +98.2% | +27.0% | +71.2% | +60.7% |
| All | +615.0% | +2,762.5% | -2,147.5% | +23.4% |
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