+637.0%
PPG vs SPXS
-100.0%
+737.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.8% | -1.3% |
| 7D | -5.1% | +6.4% | -11.5% | -3.0% |
| 30D | -9.6% | +6.0% | -15.6% | -7.5% |
| 3M | -6.4% | -11.6% | +5.2% | -9.6% |
| 6M | +0.5% | -28.7% | +29.2% | -8.8% |
| YTD | +4.4% | -26.3% | +30.7% | -3.7% |
| 1Y | -0.9% | -34.9% | +34.0% | -12.0% |
| 3Y | -17.0% | -79.5% | +62.5% | -46.2% |
| 5Y | -23.7% | -85.9% | +62.3% | -48.9% |
| 10Y | +25.9% | -99.5% | +125.4% | -66.2% |
| All | +637.0% | -100.0% | +737.0% | -54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling