-23.7%
PPG vs SBAC
-45.4%
+21.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.9% | -1.2% |
| 7D | -5.1% | -5.3% | +0.1% | -3.7% |
| 30D | -9.6% | +0.4% | -9.9% | -9.7% |
| 3M | -6.4% | -11.9% | +5.5% | -3.3% |
| 6M | +0.5% | -4.5% | +5.0% | +0.9% |
| YTD | +4.4% | -4.3% | +8.8% | +4.6% |
| 1Y | -0.9% | -3.9% | +3.0% | -1.1% |
| 3Y | -17.0% | -11.0% | -6.0% | -16.8% |
| 5Y | -23.7% | -44.1% | +20.4% | -10.1% |
| All | -23.7% | -45.4% | +21.7% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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