-31.8%
LVS vs PPG
+38.5%
-70.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.0% | +1.5% | +5.3% |
| 7D | +13.4% | +7.5% | +5.9% | +11.6% |
| 30D | +12.2% | +20.9% | -8.7% | +7.7% |
| 3M | -10.7% | +8.7% | -19.5% | -12.6% |
| 6M | -19.8% | +23.8% | -43.7% | -24.1% |
| YTD | -35.8% | +26.5% | -62.3% | -39.4% |
| 1Y | -31.8% | +37.6% | -69.4% | -37.1% |
| All | -31.8% | +38.5% | -70.3% | -37.1% |
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 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