+131.5%
PM vs PPG
-24.6%
+156.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +2.6% |
| 7D | +1.9% | -5.1% | +7.1% | +3.0% |
| 30D | +1.9% | -9.6% | +11.5% | +4.0% |
| 3M | +4.6% | -6.4% | +11.0% | +5.7% |
| 6M | +11.7% | +0.5% | +11.2% | +10.8% |
| YTD | +20.4% | +4.4% | +15.9% | +18.3% |
| 1Y | +19.0% | -0.9% | +19.9% | +18.1% |
| 3Y | +130.4% | -17.0% | +147.3% | +136.4% |
| 5Y | +131.5% | -23.7% | +155.1% | +129.0% |
| All | +131.5% | -24.6% | +156.0% | +129.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling