+30,424.6%
HD vs PPG
+2,691.0%
+27,733.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -1.1% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | -11.1% | -7.8% | -3.4% | -7.6% |
| 3M | +2.0% | -2.2% | +4.2% | +3.0% |
| 6M | -10.5% | +4.1% | -14.6% | -12.5% |
| YTD | -6.9% | +9.1% | -15.9% | -11.3% |
| 1Y | -23.2% | +1.0% | -24.1% | -24.2% |
| 3Y | +3.1% | -13.3% | +16.3% | +7.9% |
| 5Y | +7.4% | -19.2% | +26.6% | +14.0% |
| 10Y | +205.0% | +25.9% | +179.1% | +150.5% |
| All | +30,424.6% | +2,691.0% | +27,733.6% | +5,479.1% |
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 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