+1,485.4%
PPG vs SM
+1,670.2%
-184.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.6% | -6.1% | -2.9% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -7.8% | +31.5% | -39.3% | -11.0% |
| 3M | -2.2% | +17.3% | -19.5% | -4.9% |
| 6M | +4.1% | +48.5% | -44.4% | -2.5% |
| YTD | +9.1% | +106.3% | -97.2% | -2.4% |
| 1Y | +1.0% | +47.3% | -46.3% | -6.1% |
| 3Y | -13.3% | -1.4% | -11.8% | -17.1% |
| 5Y | -19.2% | +114.0% | -133.2% | -32.8% |
| 10Y | +25.9% | +12.5% | +13.4% | -15.7% |
| All | +1,485.4% | +1,670.2% | -184.7% | +593.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling