-0.4%
PL vs PPG
+38.5%
-38.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +5.0% | -11.3% | -7.5% |
| 7D | -11.7% | +7.5% | -19.2% | -13.5% |
| 30D | -27.1% | +20.9% | -48.0% | -31.3% |
| 3M | -44.6% | +8.7% | -53.3% | -46.1% |
| 6M | -67.2% | +23.8% | -91.0% | -69.1% |
| YTD | -35.9% | +26.5% | -62.4% | -47.3% |
| 1Y | -0.4% | +37.6% | -38.0% | -22.0% |
| All | -0.4% | +38.5% | -38.8% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling