+2,151.7%
PPL vs PPG
+3,013.1%
-861.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.4% |
| 7D | +0.4% | +2.4% | -2.0% | -0.3% |
| 30D | +5.4% | +16.5% | -11.0% | +0.9% |
| 3M | +4.3% | +5.1% | -0.8% | +2.6% |
| 6M | -1.3% | +11.1% | -12.5% | -4.7% |
| YTD | +4.7% | +21.7% | -17.0% | -2.3% |
| 1Y | +1.3% | +32.0% | -30.7% | -7.7% |
| 3Y | +57.2% | +2.8% | +54.5% | +51.5% |
| 5Y | +48.2% | -16.5% | +64.8% | +49.0% |
| 10Y | +62.7% | +59.3% | +3.4% | +33.1% |
| All | +2,151.7% | +3,013.1% | -861.4% | +911.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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