+37.6%
PPG vs Z
-54.2%
+91.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +9.4% | -4.5% | +3.5% |
| 7D | +7.5% | +10.2% | -2.7% | +5.9% |
| 30D | +20.9% | +23.7% | -2.8% | +17.1% |
| 3M | +8.7% | -6.6% | +15.3% | +8.9% |
| 6M | +23.8% | -23.0% | +46.9% | +25.7% |
| YTD | +26.5% | -50.3% | +76.8% | +31.5% |
| 1Y | +37.6% | -53.6% | +91.2% | +44.0% |
| All | +37.6% | -54.2% | +91.7% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling