-23.7%
PPG vs ESI
+66.0%
-89.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | 0.0% |
| 7D | -5.1% | -2.3% | -2.8% | -4.2% |
| 30D | -9.6% | -9.0% | -0.5% | -6.0% |
| 3M | -6.4% | -13.3% | +6.8% | -2.2% |
| 6M | +0.5% | +5.3% | -4.8% | -5.7% |
| YTD | +4.4% | +37.6% | -33.2% | -15.0% |
| 1Y | -0.9% | +33.6% | -34.5% | -18.9% |
| 3Y | -17.0% | +75.8% | -92.7% | -44.3% |
| 5Y | -23.7% | +68.6% | -92.2% | -48.9% |
| All | -23.7% | +66.0% | -89.6% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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