+34,456.9%
LOW vs PPG
+2,625.9%
+31,831.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | +0.1% |
| 7D | -0.6% | -3.7% | +3.1% | +1.3% |
| 30D | -9.3% | -7.2% | -2.1% | -5.7% |
| 3M | -8.1% | -7.3% | -0.7% | -4.5% |
| 6M | -19.8% | +0.3% | -20.0% | -20.2% |
| YTD | -16.4% | +6.5% | -22.9% | -19.6% |
| 1Y | -24.7% | +0.5% | -25.2% | -25.5% |
| 3Y | -8.8% | -15.3% | +6.5% | -2.8% |
| 5Y | +7.8% | -22.9% | +30.7% | +18.3% |
| 10Y | +233.8% | +28.4% | +205.4% | +174.3% |
| All | +34,456.9% | +2,625.9% | +31,831.0% | +6,571.7% |
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