+773.5%
PM vs PPG
+464.9%
+308.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +2.0% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | -2.6% | -7.8% | +5.2% | 0.0% |
| 3M | +5.8% | -2.2% | +8.0% | +6.0% |
| 6M | +10.6% | +4.1% | +6.4% | +7.9% |
| YTD | +17.2% | +9.1% | +8.1% | +12.3% |
| 1Y | +17.6% | +1.0% | +16.7% | +15.4% |
| 3Y | +124.3% | -13.3% | +137.5% | +127.3% |
| 5Y | +125.1% | -19.2% | +144.3% | +128.0% |
| 10Y | +198.6% | +25.9% | +172.7% | +146.0% |
| All | +773.5% | +464.9% | +308.6% | +280.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling