+112.5%
NET vs PPG
-16.3%
+128.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -3.0% |
| 7D | -7.0% | -1.5% | -5.5% | -6.2% |
| 30D | -4.8% | -5.0% | +0.2% | -1.8% |
| 3M | +3.8% | +1.1% | +2.7% | +1.5% |
| 6M | +50.0% | -3.2% | +53.2% | +48.3% |
| YTD | +41.5% | +11.9% | +29.6% | +21.9% |
| 1Y | +32.8% | +5.3% | +27.5% | +19.4% |
| 3Y | +335.9% | -15.0% | +350.9% | +359.1% |
| All | +112.5% | -16.3% | +128.7% | +94.5% |
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 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