+697.3%
PPG vs LII
+2,784.8%
-2,087.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.8% |
| 7D | -0.2% | -0.2% | 0.0% | -0.1% |
| 30D | +17.7% | -0.6% | +18.3% | +17.5% |
| 3M | +7.4% | -17.0% | +24.4% | +14.4% |
| 6M | +16.4% | -31.1% | +47.5% | +31.7% |
| YTD | +22.4% | -27.7% | +50.0% | +35.6% |
| 1Y | +28.6% | -26.2% | +54.8% | +41.3% |
| 3Y | +2.0% | -9.6% | +11.6% | +2.2% |
| 5Y | -15.6% | +15.7% | -31.3% | -23.6% |
| 10Y | +54.6% | +166.9% | -112.2% | +4.2% |
| All | +697.3% | +2,784.8% | -2,087.4% | +160.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling