+628.7%
PPG vs IAG
+378.9%
+249.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.5% | -2.5% |
| 7D | -3.7% | +1.7% | -5.4% | -3.9% |
| 30D | -7.2% | +11.4% | -18.7% | -8.1% |
| 3M | -7.3% | +33.0% | -40.4% | -9.5% |
| 6M | +0.3% | -6.0% | +6.3% | +0.1% |
| YTD | +6.5% | +24.6% | -18.0% | +3.9% |
| 1Y | +0.5% | +105.0% | -104.5% | -5.8% |
| 3Y | -15.3% | +837.9% | -853.2% | -30.7% |
| 5Y | -22.9% | +817.0% | -839.9% | -38.6% |
| 10Y | +28.4% | +425.3% | -396.9% | 0.0% |
| All | +628.7% | +378.9% | +249.8% | +407.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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