+5,285.6%
O vs PPG
+1,096.3%
+4,189.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.5% |
| 7D | -2.3% | -3.7% | +1.5% | -0.8% |
| 30D | -2.4% | -7.2% | +4.8% | +0.5% |
| 3M | -0.6% | -7.3% | +6.7% | +1.9% |
| 6M | -5.0% | +0.3% | -5.3% | -6.4% |
| YTD | +10.4% | +6.5% | +3.9% | +5.6% |
| 1Y | +6.6% | +0.5% | +6.0% | +4.1% |
| 3Y | +28.4% | -15.3% | +43.7% | +31.9% |
| 5Y | +15.3% | -22.9% | +38.2% | +19.6% |
| 10Y | +55.3% | +28.4% | +26.9% | +25.9% |
| All | +5,285.6% | +1,096.3% | +4,189.3% | +1,887.4% |
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