+37.6%
PPG vs EAT
+109.8%
-72.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.3% | -1.3% | +3.9% |
| 7D | +7.5% | -0.1% | +7.6% | +7.4% |
| 30D | +20.9% | +13.5% | +7.4% | +18.3% |
| 3M | +8.7% | +1.0% | +7.7% | +7.7% |
| 6M | +23.8% | +57.3% | -33.4% | +13.1% |
| YTD | +26.5% | +53.6% | -27.1% | +16.2% |
| 1Y | +37.6% | +110.8% | -73.2% | +22.7% |
| All | +37.6% | +109.8% | -72.3% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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