+808.3%
IWM vs PPG
+726.7%
+81.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.6% |
| 7D | +0.1% | -1.5% | +1.6% | +0.9% |
| 30D | -1.3% | -5.0% | +3.7% | +1.6% |
| 3M | +1.6% | +1.1% | +0.5% | +0.2% |
| 6M | +13.6% | -3.2% | +16.7% | +13.9% |
| YTD | +20.8% | +11.9% | +8.9% | +10.7% |
| 1Y | +26.4% | +5.3% | +21.1% | +19.6% |
| 3Y | +60.7% | -15.0% | +75.7% | +70.0% |
| 5Y | +38.2% | -19.6% | +57.8% | +47.0% |
| 10Y | +169.5% | +27.0% | +142.4% | +106.6% |
| All | +808.3% | +726.7% | +81.6% | +113.4% |
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