+23,435.8%
PH vs PPG
+2,625.9%
+20,809.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.7% | +0.8% |
| 7D | 0.0% | -3.7% | +3.7% | +2.4% |
| 30D | -10.3% | -7.2% | -3.1% | -6.0% |
| 3M | +5.1% | -7.3% | +12.4% | +9.4% |
| 6M | +2.3% | +0.3% | +2.0% | +0.4% |
| YTD | +8.7% | +6.5% | +2.2% | +2.1% |
| 1Y | +26.8% | +0.5% | +26.2% | +23.0% |
| 3Y | +139.2% | -15.3% | +154.5% | +155.7% |
| 5Y | +251.1% | -22.9% | +274.0% | +290.6% |
| 10Y | +812.6% | +28.4% | +784.2% | +641.9% |
| All | +23,435.8% | +2,625.9% | +20,809.9% | +4,279.2% |
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