+1,038.9%
KEY vs PPG
+3,097.8%
-2,059.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.2% |
| 7D | -0.5% | -1.2% | +0.7% | +0.3% |
| 30D | +6.7% | +21.2% | -14.5% | -6.5% |
| 3M | -4.6% | +8.2% | -12.8% | -10.0% |
| 6M | +2.6% | +17.2% | -14.6% | -9.2% |
| YTD | +7.0% | +25.0% | -18.0% | -10.8% |
| 1Y | +23.5% | +33.5% | -10.0% | -1.7% |
| 3Y | +126.4% | +4.2% | +122.2% | +110.2% |
| 5Y | +13.0% | -12.7% | +25.7% | +16.9% |
| 10Y | +99.5% | +58.0% | +41.5% | +41.9% |
| All | +1,038.9% | +3,097.8% | -2,059.0% | +146.5% |
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