-17.0%
PPG vs SAN
+352.3%
-369.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.8% | -0.4% |
| 7D | -6.2% | +0.2% | -6.4% | -6.3% |
| 30D | -7.9% | +0.9% | -8.9% | -8.3% |
| 3M | -10.2% | +19.1% | -29.3% | -15.7% |
| 6M | +2.7% | +33.2% | -30.5% | -7.3% |
| YTD | +4.9% | +29.1% | -24.2% | -5.3% |
| 1Y | -3.2% | +50.2% | -53.4% | -17.2% |
| 3Y | -17.0% | +351.0% | -368.0% | -52.8% |
| All | -17.0% | +352.3% | -369.3% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 3y: compounded portfolio wealth divided by compounded SAN 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…
3y analysis · Full analysis span regression · 6 months rolling