-23.8%
PFE vs PPG
-15.7%
-8.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -1.7% | +0.7% | -2.4% | -1.9% |
| 30D | +0.3% | +17.6% | -17.2% | -3.9% |
| 3M | +9.4% | +7.5% | +1.9% | +7.2% |
| 6M | +14.9% | +17.6% | -2.7% | +9.4% |
| YTD | +23.8% | +22.6% | +1.2% | +15.7% |
| 1Y | +19.5% | +28.0% | -8.5% | +10.3% |
| 3Y | +21.0% | +1.8% | +19.2% | +17.7% |
| All | -23.8% | -15.7% | -8.1% | -26.1% |
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