+2,600.6%
PPG vs GAP
+2,145.7%
+454.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.2% | -1.3% |
| 7D | -3.7% | -3.2% | -0.6% | -3.1% |
| 30D | -7.2% | -0.7% | -6.5% | -7.3% |
| 3M | -7.3% | -0.5% | -6.9% | -7.6% |
| 6M | +0.3% | -5.0% | +5.2% | +0.5% |
| YTD | +6.5% | -14.7% | +21.2% | +8.9% |
| 1Y | +0.5% | -8.6% | +9.2% | +0.8% |
| 3Y | -15.3% | +108.4% | -123.6% | -33.8% |
| 5Y | -22.9% | +5.8% | -28.7% | -33.7% |
| 10Y | +28.4% | +29.6% | -1.3% | -8.6% |
| All | +2,600.6% | +2,145.7% | +454.8% | +861.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling