-13.8%
PPG vs M
-2.0%
-11.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.7% |
| 7D | -1.2% | -3.3% | +2.1% | -0.5% |
| 30D | +21.2% | +8.1% | +13.1% | +19.0% |
| 3M | +8.2% | +2.2% | +6.0% | +7.4% |
| 6M | +17.2% | +35.1% | -17.9% | +9.0% |
| YTD | +25.0% | +15.8% | +9.1% | +19.7% |
| 1Y | +33.5% | +25.8% | +7.7% | +25.4% |
| 3Y | +4.2% | +156.2% | -152.1% | -21.9% |
| All | -13.8% | -2.0% | -11.8% | -25.5% |
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