+150.0%
PM vs PPG
+2.6%
+147.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +0.5% | +0.7% | -0.2% | +0.4% |
| 30D | -3.2% | +17.6% | -20.8% | -5.1% |
| 3M | +6.2% | +7.5% | -1.2% | +5.3% |
| 6M | +7.7% | +17.6% | -10.0% | +5.3% |
| YTD | +27.3% | +22.6% | +4.7% | +23.9% |
| 1Y | +32.8% | +28.0% | +4.8% | +28.6% |
| 3Y | +150.0% | +1.8% | +148.2% | +153.2% |
| All | +150.0% | +2.6% | +147.4% | +153.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling