+275.1%
P vs PPG
-13.2%
+288.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.0% | +4.2% |
| 7D | -4.7% | -1.2% | -3.5% | -4.0% |
| 30D | -31.4% | +21.2% | -52.6% | -37.2% |
| 3M | -2.6% | +8.2% | -10.9% | -6.4% |
| 6M | +21.9% | +17.2% | +4.8% | +12.1% |
| YTD | +58.9% | +25.0% | +34.0% | +39.3% |
| 1Y | +21.7% | +33.5% | -11.8% | +2.6% |
| 3Y | +193.3% | +4.2% | +189.1% | +174.1% |
| 5Y | +275.1% | -12.7% | +287.8% | +283.4% |
| All | +275.1% | -13.2% | +288.3% | +283.4% |
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 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