+3.4%
PEP vs PPG
-23.1%
+26.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.1% | -0.8% |
| 7D | -1.7% | -3.7% | +2.0% | -0.9% |
| 30D | +0.3% | -7.2% | +7.5% | +1.9% |
| 3M | -3.2% | -7.3% | +4.1% | -1.8% |
| 6M | -13.6% | +0.3% | -13.8% | -14.1% |
| YTD | -1.9% | +6.5% | -8.4% | -4.0% |
| 1Y | -0.6% | +0.5% | -1.1% | -1.6% |
| 3Y | -13.6% | -15.3% | +1.7% | -12.0% |
| All | +3.4% | -23.1% | +26.5% | +5.8% |
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