+17.5%
P vs PPG
+38.5%
-20.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +5.0% | -10.0% | -5.1% |
| 7D | -19.4% | +7.5% | -26.8% | -19.6% |
| 30D | -22.3% | +20.9% | -43.2% | -23.6% |
| 3M | +33.2% | +8.7% | +24.5% | +32.8% |
| 6M | +53.6% | +23.8% | +29.8% | +49.3% |
| YTD | +66.8% | +26.5% | +40.3% | +62.9% |
| 1Y | +17.5% | +37.6% | -20.1% | +18.4% |
| All | +17.5% | +38.5% | -20.9% | +18.4% |
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 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