+291.3%
IR vs PPG
+25.3%
+266.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.2% |
| 7D | -2.8% | -1.5% | -1.3% | -1.8% |
| 30D | -15.1% | -5.0% | -10.2% | -12.2% |
| 3M | +6.1% | +1.1% | +4.9% | +5.0% |
| 6M | -16.8% | -3.2% | -13.6% | -15.5% |
| YTD | -3.5% | +11.9% | -15.4% | -11.3% |
| 1Y | -3.5% | +5.3% | -8.8% | -7.9% |
| 3Y | +9.5% | -15.0% | +24.5% | +19.1% |
| 5Y | +45.1% | -19.6% | +64.7% | +60.3% |
| All | +291.3% | +25.3% | +266.0% | +200.1% |
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