+485.4%
P vs PPG
+45.9%
+439.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.5% |
| 7D | +6.5% | -1.5% | +8.0% | +7.3% |
| 30D | +18.8% | -5.0% | +23.8% | +21.8% |
| 3M | +26.7% | +1.1% | +25.6% | +24.8% |
| 6M | +62.2% | -3.2% | +65.3% | +61.9% |
| YTD | +48.5% | +11.9% | +36.6% | +36.0% |
| 1Y | +26.4% | +5.3% | +21.1% | +18.9% |
| 3Y | +159.4% | -15.0% | +174.4% | +170.2% |
| 5Y | +275.8% | -19.6% | +295.4% | +294.1% |
| 10Y | +732.0% | +27.0% | +705.0% | +513.6% |
| All | +485.4% | +45.9% | +439.5% | +289.3% |
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