+2,838.9%
PEG vs PPG
+2,625.9%
+213.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.7% |
| 7D | -0.1% | -3.7% | +3.6% | +1.0% |
| 30D | -1.7% | -7.2% | +5.5% | +0.3% |
| 3M | -6.8% | -7.3% | +0.6% | -5.1% |
| 6M | -11.4% | +0.3% | -11.6% | -12.1% |
| YTD | -7.2% | +6.5% | -13.8% | -9.9% |
| 1Y | -6.1% | +0.5% | -6.7% | -7.5% |
| 3Y | +31.8% | -15.3% | +47.1% | +34.4% |
| 5Y | +35.6% | -22.9% | +58.5% | +39.6% |
| 10Y | +148.7% | +28.4% | +120.3% | +114.1% |
| All | +2,838.9% | +2,625.9% | +213.0% | +1,095.9% |
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 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