+55.4%
IOT vs PPG
-28.3%
+83.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -4.5% | -6.2% | +1.7% | -0.7% |
| 30D | -2.4% | -7.9% | +5.5% | +2.6% |
| 3M | +19.0% | -10.2% | +29.2% | +26.4% |
| 6M | +19.6% | +2.7% | +17.0% | +13.6% |
| YTD | +8.3% | +4.9% | +3.4% | -1.5% |
| 1Y | -0.8% | -3.2% | +2.4% | -4.0% |
| 3Y | +24.4% | -17.0% | +41.4% | +34.0% |
| All | +55.4% | -28.3% | +83.7% | +100.7% |
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