+6.8%
IR vs PPG
-17.7%
+24.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.7% |
| 7D | -3.1% | -5.1% | +2.1% | +0.4% |
| 30D | -14.0% | -9.6% | -4.4% | -8.0% |
| 3M | +3.7% | -6.4% | +10.2% | +8.1% |
| 6M | -15.4% | +0.5% | -15.9% | -16.1% |
| YTD | -7.7% | +4.4% | -12.1% | -11.0% |
| 1Y | -8.8% | -0.9% | -7.9% | -9.3% |
| All | +6.8% | -17.7% | +24.5% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling