-23.4%
PPG vs EAT
+317.4%
-340.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -5.1% | -6.2% | +1.1% | -4.0% |
| 30D | -9.6% | -3.0% | -6.5% | -9.3% |
| 3M | -6.4% | +45.6% | -52.1% | -13.7% |
| 6M | +0.5% | +53.5% | -53.0% | -8.8% |
| YTD | +4.4% | +49.6% | -45.2% | -5.1% |
| 1Y | -0.9% | +38.9% | -39.8% | -9.1% |
| 3Y | -17.0% | +589.7% | -606.6% | -50.5% |
| All | -23.4% | +317.4% | -340.8% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling