-23.1%
PPG vs BG
+81.8%
-104.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.2% | +0.7% |
| 7D | -6.2% | +3.1% | -9.4% | -6.8% |
| 30D | -7.9% | +10.2% | -18.2% | -9.7% |
| 3M | -10.2% | -1.7% | -8.5% | -10.1% |
| 6M | +2.7% | +1.0% | +1.7% | +1.8% |
| YTD | +4.9% | +39.9% | -35.0% | -3.4% |
| 1Y | -3.2% | +53.2% | -56.4% | -12.9% |
| 3Y | -17.0% | +16.3% | -33.3% | -21.9% |
| All | -23.1% | +81.8% | -104.9% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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