-9.9%
IR vs PPG
-0.8%
-9.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | -4.5% | -6.2% | +1.8% | -0.2% |
| 30D | -13.9% | -7.9% | -6.0% | -8.9% |
| 3M | -0.3% | -10.2% | +9.9% | +6.8% |
| 6M | -14.3% | +2.7% | -17.0% | -16.2% |
| YTD | -7.9% | +4.9% | -12.8% | -11.9% |
| 1Y | -9.9% | -3.2% | -6.7% | -8.8% |
| All | -9.9% | -0.8% | -9.1% | -8.8% |
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