-17.7%
LVS vs PPG
+5.2%
-22.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.6% |
| 7D | -1.5% | -1.5% | 0.0% | -1.2% |
| 30D | -3.2% | -5.0% | +1.7% | -2.4% |
| 3M | -12.0% | +1.1% | -13.1% | -12.5% |
| 6M | -19.9% | -3.2% | -16.7% | -20.3% |
| YTD | -30.6% | +11.9% | -42.5% | -32.7% |
| 1Y | -17.7% | +5.3% | -23.1% | -21.3% |
| All | -17.7% | +5.2% | -22.9% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling