+3,007.0%
PPG vs ES
+1,272.1%
+1,734.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | +0.7% | +2.7% | -2.0% | -0.2% |
| 30D | +17.6% | +7.6% | +10.0% | +14.6% |
| 3M | +7.5% | +0.5% | +7.0% | +7.1% |
| 6M | +17.6% | +7.6% | +10.0% | +14.5% |
| YTD | +22.6% | +10.2% | +12.3% | +18.0% |
| 1Y | +28.0% | +1.8% | +26.2% | +26.1% |
| 3Y | +1.8% | +55.4% | -53.6% | -14.6% |
| 5Y | -15.5% | +7.3% | -22.8% | -19.9% |
| 10Y | +54.9% | +96.4% | -41.4% | +16.0% |
| All | +3,007.0% | +1,272.1% | +1,734.9% | +1,131.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling