+38.8%
KEY vs PPG
-20.0%
+58.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.1% | +1.2% |
| 7D | -0.3% | -3.7% | +3.4% | +2.0% |
| 30D | -3.3% | -7.2% | +3.9% | +1.3% |
| 3M | -0.7% | -7.3% | +6.6% | +3.2% |
| 6M | +12.5% | +0.3% | +12.3% | +10.1% |
| YTD | +8.4% | +6.5% | +1.9% | +0.8% |
| 1Y | +18.4% | +0.5% | +17.9% | +14.1% |
| 3Y | +123.3% | -15.3% | +138.6% | +140.0% |
| 5Y | +38.8% | -22.9% | +61.7% | +50.2% |
| All | +38.8% | -20.0% | +58.8% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling