-21.4%
NOW vs PPG
+5.2%
-26.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -2.9% |
| 7D | -2.4% | -1.5% | -0.9% | -2.4% |
| 30D | +20.5% | -5.0% | +25.5% | +20.2% |
| 3M | +18.3% | +1.1% | +17.2% | +18.8% |
| 6M | +24.1% | -3.2% | +27.2% | +23.8% |
| YTD | -7.8% | +11.9% | -19.7% | -11.0% |
| 1Y | -21.4% | +5.3% | -26.7% | -21.0% |
| All | -21.4% | +5.2% | -26.6% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling