+5,494.1%
IT vs PPG
+1,343.8%
+4,150.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.7% | -0.5% |
| 7D | -9.1% | -3.7% | -5.4% | -7.4% |
| 30D | -12.2% | -7.2% | -5.0% | -8.9% |
| 3M | +7.8% | -7.3% | +15.1% | +11.3% |
| 6M | +2.0% | +0.3% | +1.7% | 0.0% |
| YTD | -32.7% | +6.5% | -39.3% | -36.8% |
| 1Y | -31.1% | +0.5% | -31.6% | -33.4% |
| 3Y | -52.1% | -15.3% | -36.8% | -50.3% |
| 5Y | -46.3% | -22.9% | -23.4% | -42.8% |
| 10Y | +91.4% | +28.4% | +63.0% | +52.0% |
| All | +5,494.1% | +1,343.8% | +4,150.2% | +1,274.1% |
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