+82.2%
PPG vs ALM
+7,705.7%
-7,623.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.6% |
| 7D | -1.5% | -2.6% | +1.1% | -1.5% |
| 30D | -5.0% | +32.0% | -37.0% | -5.0% |
| 3M | +1.1% | -15.0% | +16.2% | +1.1% |
| 6M | -3.2% | -10.1% | +7.0% | -3.2% |
| YTD | +11.9% | +99.4% | -87.6% | +11.6% |
| 1Y | +5.3% | +316.4% | -311.0% | +4.9% |
| 3Y | -15.0% | +2,022.0% | -2,037.0% | -15.6% |
| 5Y | -19.6% | +941.2% | -960.8% | -20.2% |
| 10Y | +27.0% | +2,950.3% | -2,923.3% | +25.9% |
| All | +82.2% | +7,705.7% | -7,623.5% | +79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling