+3,159.9%
PEP vs PPG
+2,762.5%
+397.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.1% |
| 7D | -1.4% | -1.5% | +0.1% | -1.0% |
| 30D | +0.2% | -5.0% | +5.2% | +1.5% |
| 3M | -1.1% | +1.1% | -2.3% | -1.7% |
| 6M | -13.5% | -3.2% | -10.3% | -13.4% |
| YTD | -1.2% | +11.9% | -13.1% | -5.0% |
| 1Y | -1.6% | +5.3% | -6.9% | -4.0% |
| 3Y | -12.5% | -15.0% | +2.5% | -10.7% |
| 5Y | +3.0% | -19.6% | +22.6% | +4.7% |
| 10Y | +73.9% | +27.0% | +46.9% | +50.6% |
| All | +3,159.9% | +2,762.5% | +397.4% | +900.6% |
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