+64.6%
GEN vs PPG
-17.7%
+82.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.4% |
| 7D | -4.3% | -5.1% | +0.8% | -2.5% |
| 30D | +3.8% | -9.6% | +13.3% | +7.6% |
| 3M | +22.3% | -6.4% | +28.7% | +24.8% |
| 6M | +39.0% | +0.5% | +38.4% | +36.9% |
| YTD | +11.9% | +4.4% | +7.5% | +7.4% |
| 1Y | +4.5% | -0.9% | +5.4% | +2.7% |
| All | +64.6% | -17.7% | +82.3% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling