-17.4%
PPG vs SPY
+75.5%
-92.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.4% |
| 7D | -5.1% | -2.0% | -3.2% | -3.3% |
| 30D | -9.6% | -1.7% | -7.9% | -8.1% |
| 3M | -6.4% | +4.7% | -11.2% | -10.2% |
| 6M | +0.5% | +12.5% | -12.0% | -9.5% |
| YTD | +4.4% | +11.7% | -7.3% | -5.5% |
| 1Y | -0.9% | +17.5% | -18.4% | -14.4% |
| All | -17.4% | +75.5% | -92.8% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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