+5,062.7%
NI vs PPG
+2,572.2%
+2,490.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.1% |
| 7D | -0.6% | -5.1% | +4.6% | +0.8% |
| 30D | -1.4% | -9.6% | +8.2% | +1.3% |
| 3M | -10.6% | -6.4% | -4.1% | -9.2% |
| 6M | -9.9% | +0.5% | -10.4% | -10.8% |
| YTD | +1.2% | +4.4% | -3.3% | -1.2% |
| 1Y | +4.4% | -0.9% | +5.3% | +3.3% |
| 3Y | +68.6% | -17.0% | +85.6% | +73.0% |
| 5Y | +98.0% | -23.7% | +121.7% | +104.1% |
| 10Y | +143.6% | +25.9% | +117.8% | +110.6% |
| All | +5,062.7% | +2,572.2% | +2,490.5% | +2,235.5% |
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