+37.6%
PPG vs SPXS
-30.2%
+67.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.9% | +9.9% | +3.3% |
| 7D | +7.5% | +2.2% | +5.3% | +8.4% |
| 30D | +20.9% | +3.8% | +17.1% | +22.7% |
| 3M | +8.7% | +3.3% | +5.4% | +10.5% |
| 6M | +23.8% | -16.7% | +40.5% | +17.6% |
| YTD | +26.5% | -28.5% | +55.1% | +13.6% |
| 1Y | +37.6% | -30.4% | +68.0% | +23.4% |
| All | +37.6% | -30.2% | +67.8% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling