+1,078.2%
KEY vs PPG
+2,762.5%
-1,684.3%
-87.1%
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% | -0.8% |
| 7D | +2.2% | -1.5% | +3.7% | +3.2% |
| 30D | -3.0% | -5.0% | +1.9% | +0.2% |
| 3M | +3.3% | +1.1% | +2.2% | +1.6% |
| 6M | +9.2% | -3.2% | +12.4% | +9.2% |
| YTD | +10.6% | +11.9% | -1.2% | -0.2% |
| 1Y | +20.4% | +5.3% | +15.1% | +12.5% |
| 3Y | +121.8% | -15.0% | +136.8% | +137.1% |
| 5Y | +41.1% | -19.6% | +60.7% | +54.5% |
| 10Y | +168.5% | +27.0% | +141.5% | +120.2% |
| All | +1,078.2% | +2,762.5% | -1,684.3% | +176.1% |
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