+1,009.8%
LITE vs PPG
-18.4%
+1,028.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.5% | +13.5% | +12.4% |
| 7D | +12.6% | 0.0% | +12.6% | +12.4% |
| 30D | +9.9% | -7.8% | +17.7% | +14.8% |
| 3M | +9.3% | -2.2% | +11.5% | +9.5% |
| 6M | +75.2% | +4.1% | +71.1% | +68.5% |
| YTD | +165.5% | +9.1% | +156.4% | +146.5% |
| 1Y | +555.0% | +1.0% | +554.0% | +533.1% |
| 3Y | +1,870.5% | -13.3% | +1,883.7% | +1,948.1% |
| 5Y | +1,009.8% | -19.2% | +1,029.0% | +1,013.2% |
| All | +1,009.8% | -18.4% | +1,028.2% | +1,013.2% |
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