-23.7%
PPG vs SM
+108.0%
-131.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.0% |
| 7D | -5.1% | +2.1% | -7.3% | -5.3% |
| 30D | -9.6% | +18.1% | -27.7% | -10.7% |
| 3M | -6.4% | +17.0% | -23.4% | -7.8% |
| 6M | +0.5% | +55.4% | -54.9% | -4.8% |
| YTD | +4.4% | +108.6% | -104.1% | -4.9% |
| 1Y | -0.9% | +45.7% | -46.6% | -6.0% |
| 3Y | -17.0% | -0.3% | -16.6% | -20.5% |
| 5Y | -23.7% | +113.0% | -136.7% | -31.7% |
| All | -23.7% | +108.0% | -131.7% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling