+152.3%
PPG vs FIVE
+875.3%
-723.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.7% |
| 7D | 0.0% | +3.7% | -3.6% | -0.8% |
| 30D | -7.8% | +4.0% | -11.8% | -8.7% |
| 3M | -2.2% | +36.2% | -38.4% | -8.8% |
| 6M | +4.1% | +18.0% | -13.9% | -0.5% |
| YTD | +9.1% | +34.9% | -25.8% | +1.0% |
| 1Y | +1.0% | +67.9% | -67.0% | -11.3% |
| 3Y | -13.3% | +57.3% | -70.6% | -27.1% |
| 5Y | -19.2% | +39.5% | -58.7% | -32.2% |
| 10Y | +25.9% | +496.4% | -470.5% | -23.1% |
| All | +152.3% | +875.3% | -723.0% | +32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling