-23.7%
PPG vs Z
-66.6%
+42.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.4% |
| 7D | -5.1% | -11.6% | +6.4% | -2.9% |
| 30D | -9.6% | -8.5% | -1.1% | -8.2% |
| 3M | -6.4% | -7.9% | +1.5% | -5.4% |
| 6M | +0.5% | -29.1% | +29.6% | +6.6% |
| YTD | +4.4% | -54.2% | +58.6% | +19.9% |
| 1Y | -0.9% | -63.5% | +62.6% | +18.7% |
| 3Y | -17.0% | -38.6% | +21.7% | -13.4% |
| 5Y | -23.7% | -66.0% | +42.3% | -24.8% |
| All | -23.7% | -66.6% | +42.9% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling