-22.9%
PPG vs FIVE
+35.6%
-58.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.7% |
| 7D | -3.7% | +1.7% | -5.4% | -4.1% |
| 30D | -7.2% | +5.0% | -12.2% | -8.4% |
| 3M | -7.3% | +29.5% | -36.8% | -12.8% |
| 6M | +0.3% | +12.4% | -12.2% | -3.3% |
| YTD | +6.5% | +31.2% | -24.7% | -1.0% |
| 1Y | +0.5% | +72.9% | -72.3% | -12.7% |
| 3Y | -15.3% | +53.0% | -68.3% | -28.5% |
| 5Y | -22.9% | +34.2% | -57.1% | -36.8% |
| All | -22.9% | +35.6% | -58.5% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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