-23.1%
PPG vs SPXS
-86.0%
+62.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | -0.4% |
| 7D | -6.2% | +2.5% | -8.7% | -5.4% |
| 30D | -7.9% | +4.2% | -12.1% | -6.5% |
| 3M | -10.2% | -9.3% | -0.9% | -12.4% |
| 6M | +2.7% | -30.7% | +33.4% | -7.3% |
| YTD | +4.9% | -28.1% | +32.9% | -3.7% |
| 1Y | -3.2% | -35.1% | +31.9% | -13.6% |
| 3Y | -17.0% | -79.6% | +62.6% | -45.7% |
| All | -23.1% | -86.0% | +62.9% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling