+128.5%
KEY vs PPG
+4.6%
+123.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.2% |
| 7D | -0.5% | -1.2% | +0.7% | +0.1% |
| 30D | +6.7% | +21.2% | -14.5% | -3.4% |
| 3M | -4.6% | +8.2% | -12.8% | -8.6% |
| 6M | +2.6% | +17.2% | -14.6% | -6.5% |
| YTD | +7.0% | +25.0% | -18.0% | -7.9% |
| 1Y | +23.5% | +33.5% | -10.0% | +1.7% |
| All | +128.5% | +4.6% | +123.9% | +95.8% |
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