+1,269.9%
PAAS vs PPG
+1,054.6%
+215.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -2.9% |
| 7D | -2.9% | -1.5% | -1.4% | -2.5% |
| 30D | +6.8% | -5.0% | +11.7% | +8.4% |
| 3M | -2.9% | +1.1% | -4.0% | -3.3% |
| 6M | -16.4% | -3.2% | -13.3% | -15.7% |
| YTD | 0.0% | +11.9% | -11.8% | -3.1% |
| 1Y | +54.3% | +5.3% | +49.0% | +51.6% |
| 3Y | +230.7% | -15.0% | +245.7% | +241.6% |
| 5Y | +111.6% | -19.6% | +131.2% | +118.7% |
| 10Y | +211.7% | +27.0% | +184.7% | +173.6% |
| All | +1,269.9% | +1,054.6% | +215.2% | +868.3% |
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