-30.3%
PL vs PPG
-4.3%
-26.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -2.0% |
| 7D | -9.3% | -1.5% | -7.8% | -8.7% |
| 30D | -18.9% | -5.0% | -14.0% | -17.2% |
| 3M | -58.4% | +1.1% | -59.5% | -59.3% |
| 6M | -30.3% | -3.2% | -27.1% | -30.6% |
| All | -30.3% | -4.3% | -26.0% | -30.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling