+37.6%
PPG vs ALM
+44.8%
-7.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.2% | +3.8% | +4.9% |
| 7D | +7.5% | -6.4% | +13.8% | +8.0% |
| 30D | +20.9% | -35.0% | +55.9% | +25.1% |
| 3M | +8.7% | -33.8% | +42.5% | +11.6% |
| 6M | +23.8% | -55.0% | +78.9% | +29.8% |
| YTD | +26.5% | -0.2% | +26.8% | +30.4% |
| 1Y | +37.6% | +41.8% | -4.2% | +43.5% |
| All | +37.6% | +44.8% | -7.2% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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