+8,067.0%
GEN vs PPG
+2,691.0%
+5,375.9%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -1.7% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | +2.6% | -7.8% | +10.4% | +6.1% |
| 3M | +15.8% | -2.2% | +18.0% | +16.3% |
| 6M | +33.1% | +4.1% | +29.0% | +29.2% |
| YTD | +11.3% | +9.1% | +2.2% | +5.4% |
| 1Y | +1.7% | +1.0% | +0.7% | -0.7% |
| 3Y | +58.1% | -13.3% | +71.4% | +62.9% |
| 5Y | +20.6% | -19.2% | +39.8% | +24.4% |
| 10Y | +149.0% | +25.9% | +123.1% | +101.2% |
| All | +8,067.0% | +2,691.0% | +5,375.9% | +1,480.2% |
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