+2,327.9%
NDAQ vs PPG
+542.1%
+1,785.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.7% |
| 7D | -2.4% | -1.5% | -1.0% | -1.7% |
| 30D | +2.5% | -5.0% | +7.4% | +5.1% |
| 3M | +9.9% | +1.1% | +8.8% | +8.5% |
| 6M | +9.4% | -3.2% | +12.6% | +9.0% |
| YTD | +0.4% | +11.9% | -11.5% | -8.3% |
| 1Y | +4.0% | +5.3% | -1.3% | -2.1% |
| 3Y | +94.4% | -15.0% | +109.4% | +101.2% |
| 5Y | +56.7% | -19.6% | +76.3% | +61.5% |
| 10Y | +375.3% | +27.0% | +348.3% | +238.7% |
| All | +2,327.9% | +542.1% | +1,785.8% | +480.5% |
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