-23.1%
PPG vs ALM
+839.2%
-862.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +6.9% | +0.7% |
| 7D | -6.2% | -11.8% | +5.6% | -5.8% |
| 30D | -7.9% | +7.8% | -15.7% | -8.4% |
| 3M | -10.2% | -9.3% | -1.0% | -10.3% |
| 6M | +2.7% | -30.5% | +33.1% | +3.1% |
| YTD | +4.9% | +75.8% | -70.9% | +2.2% |
| 1Y | -3.2% | +241.2% | -244.4% | -7.9% |
| 3Y | -17.0% | +1,872.6% | -1,889.6% | -27.6% |
| All | -23.1% | +839.2% | -862.3% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling