+55.6%
PAAS vs PPG
-12.8%
+68.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | -5.2% | -1.2% | -4.0% | -4.7% |
| 30D | -13.9% | +21.2% | -35.2% | -20.6% |
| 3M | -23.8% | +8.2% | -32.0% | -26.3% |
| 6M | -36.4% | +17.2% | -53.6% | -40.6% |
| YTD | -23.4% | +25.0% | -48.3% | -30.0% |
| 1Y | +5.6% | +33.5% | -27.9% | -5.8% |
| 3Y | +209.7% | +4.2% | +205.5% | +198.3% |
| All | +55.6% | -12.8% | +68.4% | +51.0% |
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