+93.4%
LYV vs PPG
-23.6%
+117.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -1.2% | -6.5% | +5.3% | +2.0% |
| 30D | -9.0% | -7.8% | -1.2% | -5.4% |
| 3M | -0.6% | -11.3% | +10.7% | +4.7% |
| 6M | +11.4% | +4.6% | +6.8% | +7.4% |
| YTD | +20.3% | +4.6% | +15.7% | +15.3% |
| 1Y | -1.3% | -2.5% | +1.2% | -2.2% |
| 3Y | +101.7% | -16.0% | +117.7% | +112.3% |
| 5Y | +93.4% | -22.1% | +115.5% | +100.1% |
| All | +93.4% | -23.6% | +117.0% | +100.1% |
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 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