+1,741.8%
PPG vs M
+396.5%
+1,345.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +1.0% |
| 7D | -1.5% | +4.7% | -6.2% | -2.6% |
| 30D | -5.0% | -9.6% | +4.7% | -2.5% |
| 3M | +1.1% | +0.9% | +0.3% | +0.7% |
| 6M | -3.2% | +22.3% | -25.4% | -8.4% |
| YTD | +11.9% | +6.5% | +5.3% | +9.1% |
| 1Y | +5.3% | +38.8% | -33.4% | -4.4% |
| 3Y | -15.0% | +115.9% | -130.9% | -34.9% |
| 5Y | -19.6% | +28.6% | -48.2% | -34.8% |
| 10Y | +27.0% | -2.5% | +29.6% | -10.3% |
| All | +1,741.8% | +396.5% | +1,345.3% | +646.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling