+26.4%
P vs PPG
+5.2%
+21.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.2% |
| 7D | +6.5% | -1.5% | +8.0% | +6.8% |
| 30D | +18.8% | -5.0% | +23.8% | +19.6% |
| 3M | +26.7% | +1.1% | +25.6% | +26.1% |
| 6M | +62.2% | -3.2% | +65.3% | +59.2% |
| YTD | +48.5% | +11.9% | +36.6% | +45.8% |
| 1Y | +26.4% | +5.3% | +21.1% | +26.0% |
| All | +26.4% | +5.2% | +21.2% | +26.0% |
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