+284.4%
P vs PPG
-18.1%
+302.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +2.8% |
| 7D | +7.8% | 0.0% | +7.8% | +7.8% |
| 30D | +12.3% | -7.8% | +20.1% | +16.3% |
| 3M | +37.1% | -2.2% | +39.3% | +37.4% |
| 6M | +66.1% | +4.1% | +61.9% | +60.2% |
| YTD | +50.9% | +9.1% | +41.9% | +41.0% |
| 1Y | +27.2% | +1.0% | +26.3% | +23.1% |
| 3Y | +158.7% | -13.3% | +171.9% | +163.9% |
| All | +284.4% | -18.1% | +302.5% | +302.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling