+53.4%
PPG vs ESI
+226.4%
-173.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.7% |
| 7D | 0.0% | +5.4% | -5.4% | -1.7% |
| 30D | -7.8% | -4.2% | -3.6% | -6.6% |
| 3M | -2.2% | -9.6% | +7.4% | +0.1% |
| 6M | +4.1% | +18.3% | -14.2% | -3.6% |
| YTD | +9.1% | +45.8% | -36.8% | -6.4% |
| 1Y | +1.0% | +39.2% | -38.2% | -12.4% |
| 3Y | -13.3% | +86.3% | -99.5% | -33.0% |
| 5Y | -19.2% | +76.2% | -95.4% | -36.9% |
| 10Y | +25.9% | +306.8% | -280.8% | -25.8% |
| All | +53.4% | +226.4% | -173.0% | -2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling