+6.0%
IOT vs PPG
+33.8%
-27.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -0.9% | -4.1% |
| 7D | -1.3% | +2.7% | -4.1% | -1.1% |
| 30D | -1.6% | +15.7% | -17.3% | -0.7% |
| 3M | +6.1% | +4.1% | +2.0% | +6.0% |
| 6M | +34.9% | +17.3% | +17.6% | +39.2% |
| YTD | +15.9% | +22.5% | -6.6% | +12.4% |
| 1Y | +6.0% | +31.4% | -25.4% | -4.0% |
| All | +6.0% | +33.8% | -27.8% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling