-18.9%
PPG vs LTH
+156.3%
-175.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.1% |
| 7D | 0.0% | +1.5% | -1.5% | -0.3% |
| 30D | -7.8% | -3.1% | -4.7% | -7.2% |
| 3M | -2.2% | +28.1% | -30.3% | -7.6% |
| 6M | +4.1% | +67.4% | -63.3% | -7.7% |
| YTD | +9.1% | +59.8% | -50.7% | -2.5% |
| 1Y | +1.0% | +45.6% | -44.6% | -8.1% |
| 3Y | -13.3% | +162.0% | -175.3% | -32.3% |
| All | -18.9% | +156.3% | -175.2% | -42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling