+26.8%
KEY vs PPG
+28.6%
-1.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +2.9% | +0.7% | +2.2% | +2.7% |
| 30D | +8.4% | +17.6% | -9.1% | +2.8% |
| 3M | -5.8% | +7.5% | -13.2% | -8.0% |
| 6M | +5.4% | +17.6% | -12.2% | -0.5% |
| YTD | +7.1% | +22.6% | -15.5% | -3.2% |
| 1Y | +26.8% | +28.0% | -1.2% | +12.1% |
| All | +26.8% | +28.6% | -1.8% | +12.1% |
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 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