-21.0%
PFE vs PPG
-24.6%
+3.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | 0.0% |
| 7D | -4.0% | -5.1% | +1.1% | -2.7% |
| 30D | +3.9% | -9.6% | +13.4% | +6.6% |
| 3M | +9.9% | -6.4% | +16.3% | +11.4% |
| 6M | +5.3% | +0.5% | +4.8% | +4.2% |
| YTD | +16.8% | +4.4% | +12.3% | +13.9% |
| 1Y | +20.4% | -0.9% | +21.3% | +19.1% |
| 3Y | -2.1% | -17.0% | +14.9% | +0.3% |
| 5Y | -21.0% | -23.7% | +2.7% | -20.8% |
| All | -21.0% | -24.6% | +3.6% | -20.8% |
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