+629.0%
PPG vs LII
+3,124.4%
-2,495.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.5% | +1.2% |
| 7D | -1.5% | -0.7% | -0.8% | -1.2% |
| 30D | -5.0% | -12.6% | +7.7% | -0.2% |
| 3M | +1.1% | -24.4% | +25.6% | +11.1% |
| 6M | -3.2% | -28.7% | +25.5% | +8.4% |
| YTD | +11.9% | -19.1% | +31.0% | +19.5% |
| 1Y | +5.3% | -29.7% | +35.0% | +17.9% |
| 3Y | -15.0% | +4.8% | -19.8% | -19.1% |
| 5Y | -19.6% | +24.6% | -44.2% | -28.9% |
| 10Y | +27.0% | +169.2% | -142.2% | -14.7% |
| All | +629.0% | +3,124.4% | -2,495.4% | +129.8% |
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