+322.4%
NET vs PPG
+6.6%
+315.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.0% | -7.5% | -3.3% |
| 7D | -16.4% | +7.5% | -23.8% | -17.4% |
| 30D | -25.8% | +20.9% | -46.7% | -28.4% |
| 3M | -11.5% | +8.7% | -20.2% | -12.8% |
| 6M | +18.9% | +23.8% | -4.9% | +13.0% |
| YTD | +35.2% | +26.5% | +8.7% | +23.3% |
| 1Y | +14.5% | +37.6% | -23.1% | -0.1% |
| All | +322.4% | +6.6% | +315.8% | +243.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling