+126.3%
PAAS vs PPG
-20.0%
+146.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.3% | +6.1% | +4.7% |
| 7D | +2.6% | -3.7% | +6.4% | +4.1% |
| 30D | +2.5% | -7.2% | +9.7% | +5.5% |
| 3M | +15.1% | -7.3% | +22.4% | +18.5% |
| 6M | -12.1% | +0.3% | -12.3% | -12.3% |
| YTD | +3.1% | +6.5% | -3.5% | +0.6% |
| 1Y | +50.8% | +0.5% | +50.3% | +49.8% |
| 3Y | +259.5% | -15.3% | +274.8% | +275.2% |
| 5Y | +126.3% | -22.9% | +149.2% | +130.9% |
| All | +126.3% | -20.0% | +146.3% | +130.9% |
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