+26.1%
PAAS vs PPG
+38.5%
-12.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +5.0% | +3.4% | +5.4% |
| 7D | -1.1% | +7.5% | -8.6% | -5.2% |
| 30D | -8.5% | +20.9% | -29.3% | -18.3% |
| 3M | -7.3% | +8.7% | -16.0% | -11.9% |
| 6M | -18.3% | +23.8% | -42.1% | -28.5% |
| YTD | -19.2% | +26.5% | -45.7% | -25.2% |
| 1Y | +26.1% | +37.6% | -11.4% | +18.2% |
| All | +26.1% | +38.5% | -12.3% | +18.2% |
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