+564.3%
PPG vs SBAC
+2,199.0%
-1,634.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -7.8% | +3.2% | -11.0% | -8.2% |
| 3M | -2.2% | -5.1% | +2.9% | -1.7% |
| 6M | +4.1% | -2.1% | +6.2% | +3.8% |
| YTD | +9.1% | -0.5% | +9.6% | +8.5% |
| 1Y | +1.0% | +1.1% | -0.2% | +0.1% |
| 3Y | -13.3% | -7.4% | -5.8% | -13.4% |
| 5Y | -19.2% | -44.3% | +25.1% | -14.4% |
| 10Y | +25.9% | +77.6% | -51.6% | +15.6% |
| All | +564.3% | +2,199.0% | -1,634.7% | +315.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling