+327.1%
NET vs PPG
-14.7%
+341.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.4% |
| 7D | -7.0% | -1.5% | -5.5% | -6.6% |
| 30D | -4.8% | -5.0% | +0.2% | -3.5% |
| 3M | +3.8% | +1.1% | +2.7% | +2.8% |
| 6M | +50.0% | -3.2% | +53.2% | +50.2% |
| YTD | +41.5% | +11.9% | +29.6% | +30.4% |
| 1Y | +32.8% | +5.3% | +27.5% | +26.3% |
| All | +327.1% | -14.7% | +341.8% | +324.2% |
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