-16.2%
PPG vs LTH
+137.1%
-153.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.3% |
| 7D | +0.7% | -1.3% | +2.0% | +1.0% |
| 30D | +17.6% | +15.7% | +1.9% | +13.6% |
| 3M | +7.5% | +5.0% | +2.5% | +6.0% |
| 6M | +17.6% | +37.7% | -20.0% | +8.9% |
| YTD | +22.6% | +75.0% | -52.5% | +7.0% |
| 1Y | +28.0% | +82.6% | -54.6% | +10.6% |
| 3Y | +1.8% | +241.3% | -239.5% | -25.2% |
| All | -16.2% | +137.1% | -153.3% | -40.8% |
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