+25.2%
PPG vs Z
+17.0%
+8.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.4% | +3.9% | -1.4% |
| 7D | 0.0% | -3.3% | +3.3% | +0.5% |
| 30D | -7.8% | -3.7% | -4.1% | -7.4% |
| 3M | -2.2% | -7.0% | +4.8% | -1.4% |
| 6M | +4.1% | -29.5% | +33.7% | +9.7% |
| YTD | +9.1% | -52.6% | +61.6% | +22.1% |
| 1Y | +1.0% | -64.0% | +65.0% | +18.2% |
| 3Y | -13.3% | -36.4% | +23.2% | -10.4% |
| 5Y | -19.2% | -65.8% | +46.6% | -13.1% |
| 10Y | +25.9% | -5.8% | +31.7% | +0.9% |
| All | +25.2% | +17.0% | +8.2% | -5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling