-23.7%
PPG vs SPY
+79.8%
-103.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.4% |
| 7D | -5.1% | -2.0% | -3.2% | -3.2% |
| 30D | -9.6% | -1.7% | -7.9% | -8.0% |
| 3M | -6.4% | +4.7% | -11.2% | -10.6% |
| 6M | +0.5% | +12.5% | -12.0% | -10.5% |
| YTD | +4.4% | +11.7% | -7.3% | -6.4% |
| 1Y | -0.9% | +17.5% | -18.4% | -15.8% |
| 3Y | -17.0% | +76.6% | -93.5% | -54.5% |
| 5Y | -23.7% | +82.0% | -105.7% | -60.5% |
| All | -23.7% | +79.8% | -103.4% | -60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling