-23.7%
PPG vs ES
-6.2%
-17.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.2% |
| 7D | -5.1% | -3.5% | -1.7% | -3.9% |
| 30D | -9.6% | -3.0% | -6.6% | -8.6% |
| 3M | -6.4% | -0.3% | -6.2% | -6.4% |
| 6M | +0.5% | -5.2% | +5.7% | +2.4% |
| YTD | +4.4% | +4.8% | -0.3% | +2.3% |
| 1Y | -0.9% | +12.7% | -13.6% | -6.6% |
| 3Y | -17.0% | +27.5% | -44.5% | -27.3% |
| 5Y | -23.7% | -4.7% | -19.0% | -23.0% |
| All | -23.7% | -6.2% | -17.5% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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