+37.6%
PPG vs LII
-26.0%
+63.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.6% | +1.4% | +3.4% |
| 7D | +7.5% | +7.9% | -0.5% | +4.1% |
| 30D | +20.9% | -0.6% | +21.5% | +20.4% |
| 3M | +8.7% | -19.3% | +28.1% | +19.2% |
| 6M | +23.8% | -29.8% | +53.7% | +42.4% |
| YTD | +26.5% | -25.4% | +51.9% | +41.0% |
| 1Y | +37.6% | -26.2% | +63.8% | +53.7% |
| All | +37.6% | -26.0% | +63.6% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling