+21.0%
PL vs PPG
+28.6%
-7.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | +10.0% | +0.7% | +9.3% | +9.9% |
| 30D | -2.3% | +17.6% | -19.8% | -6.9% |
| 3M | -44.2% | +7.5% | -51.7% | -45.5% |
| 6M | -66.1% | +17.6% | -83.7% | -67.7% |
| YTD | -30.0% | +22.6% | -52.5% | -40.8% |
| 1Y | +21.0% | +28.0% | -7.0% | -5.0% |
| All | +21.0% | +28.6% | -7.6% | -5.0% |
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