+66.4%
PPG vs SFM
+108.9%
-42.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -1.9% |
| 7D | -3.7% | -7.2% | +3.4% | -2.9% |
| 30D | -7.2% | -14.3% | +7.1% | -5.5% |
| 3M | -7.3% | -13.7% | +6.4% | -5.9% |
| 6M | +0.3% | -6.0% | +6.3% | +0.3% |
| YTD | +6.5% | -8.2% | +14.8% | +6.6% |
| 1Y | +0.5% | -46.2% | +46.8% | +7.2% |
| 3Y | -15.3% | +83.6% | -98.8% | -24.7% |
| 5Y | -22.9% | +212.7% | -235.6% | -37.3% |
| 10Y | +28.4% | +273.0% | -244.6% | -2.0% |
| All | +66.4% | +108.9% | -42.5% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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