-17.0%
PPG vs SPXU
-79.9%
+62.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | -0.3% |
| 7D | -6.2% | +2.5% | -8.7% | -5.5% |
| 30D | -7.9% | +4.2% | -12.1% | -6.6% |
| 3M | -10.2% | -9.3% | -1.0% | -12.3% |
| 6M | +2.7% | -30.7% | +33.4% | -6.5% |
| YTD | +4.9% | -28.1% | +33.0% | -3.1% |
| 1Y | -3.2% | -35.2% | +32.1% | -12.9% |
| 3Y | -17.0% | -79.9% | +62.9% | -43.9% |
| All | -17.0% | -79.9% | +62.9% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 3y: compounded portfolio wealth divided by compounded SPXU 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…
3y analysis · Full analysis span regression · 6 months rolling