-22.4%
PPG vs LTH
+150.3%
-172.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.8% |
| 7D | -5.1% | -3.7% | -1.4% | -4.3% |
| 30D | -9.6% | -5.3% | -4.2% | -8.5% |
| 3M | -6.4% | +24.2% | -30.6% | -11.0% |
| 6M | +0.5% | +54.8% | -54.3% | -9.3% |
| YTD | +4.4% | +56.1% | -51.6% | -6.1% |
| 1Y | -0.9% | +45.5% | -46.4% | -9.7% |
| 3Y | -17.0% | +155.9% | -172.8% | -34.8% |
| All | -22.4% | +150.3% | -172.7% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 5y: compounded portfolio wealth divided by compounded LTH 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…
5y analysis · Full analysis span regression · 6 months rolling