+698.7%
PPG vs LII
+2,817.4%
-2,118.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.2% |
| 7D | +0.7% | +2.9% | -2.2% | -0.3% |
| 30D | +17.6% | +0.9% | +16.7% | +16.7% |
| 3M | +7.5% | -15.5% | +23.0% | +13.8% |
| 6M | +17.6% | -30.2% | +47.8% | +32.4% |
| YTD | +22.6% | -26.8% | +49.4% | +35.2% |
| 1Y | +28.0% | -25.3% | +53.3% | +40.1% |
| 3Y | +1.8% | -7.8% | +9.5% | +1.2% |
| 5Y | -15.5% | +17.0% | -32.5% | -23.7% |
| 10Y | +54.9% | +169.9% | -115.0% | +4.0% |
| All | +698.7% | +2,817.4% | -2,118.7% | +160.1% |
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