-17.4%
PPG vs SM
-0.7%
-16.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.0% |
| 7D | -5.1% | +2.1% | -7.3% | -5.2% |
| 30D | -9.6% | +18.1% | -27.7% | -10.1% |
| 3M | -6.4% | +17.0% | -23.4% | -6.9% |
| 6M | +0.5% | +55.4% | -54.9% | -4.0% |
| YTD | +4.4% | +108.6% | -104.1% | -4.8% |
| 1Y | -0.9% | +45.7% | -46.6% | -5.0% |
| All | -17.4% | -0.7% | -16.7% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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