+48.7%
LVS vs PPG
+421.9%
-373.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.9% | +0.4% |
| 7D | -2.7% | -3.7% | +1.0% | +0.3% |
| 30D | -4.7% | -7.2% | +2.5% | +1.3% |
| 3M | -15.6% | -7.3% | -8.2% | -11.6% |
| 6M | -18.6% | +0.3% | -18.9% | -21.7% |
| YTD | -32.3% | +6.5% | -38.8% | -38.9% |
| 1Y | -18.0% | +0.5% | -18.6% | -23.0% |
| 3Y | -5.8% | -15.3% | +9.4% | -0.2% |
| 5Y | +5.7% | -22.9% | +28.6% | +16.5% |
| 10Y | 0.0% | +28.4% | -28.4% | -39.6% |
| All | +48.7% | +421.9% | -373.2% | -81.7% |
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