-23.7%
PPG vs M
+13.6%
-37.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.7% | +2.7% | -1.0% |
| 7D | -5.1% | -8.8% | +3.6% | -3.3% |
| 30D | -9.6% | -16.4% | +6.8% | -6.1% |
| 3M | -6.4% | -10.8% | +4.4% | -4.2% |
| 6M | +0.5% | +16.1% | -15.6% | -2.8% |
| YTD | +4.4% | -5.3% | +9.7% | +4.9% |
| 1Y | -0.9% | +24.9% | -25.8% | -6.3% |
| 3Y | -17.0% | +97.5% | -114.5% | -32.6% |
| 5Y | -23.7% | +20.4% | -44.0% | -31.1% |
| All | -23.7% | +13.6% | -37.3% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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