-17.0%
PPG vs GAP
+109.5%
-126.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.4% | -0.1% |
| 7D | -6.2% | -4.1% | -2.1% | -5.6% |
| 30D | -7.9% | +6.2% | -14.2% | -9.1% |
| 3M | -10.2% | -0.7% | -9.5% | -10.4% |
| 6M | +2.7% | -7.1% | +9.8% | +3.3% |
| YTD | +4.9% | -14.1% | +19.0% | +6.6% |
| 1Y | -3.2% | -8.5% | +5.3% | -2.9% |
| 3Y | -17.0% | +115.4% | -132.4% | -26.5% |
| All | -17.0% | +109.5% | -126.4% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 3y: compounded portfolio wealth divided by compounded GAP 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…
3y analysis · Full analysis span regression · 6 months rolling