+2,090.1%
PPL vs PPG
+2,762.5%
-672.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.4% |
| 7D | +2.7% | -1.5% | +4.1% | +3.1% |
| 30D | +0.5% | -5.0% | +5.4% | +1.8% |
| 3M | +0.7% | +1.1% | -0.5% | 0.0% |
| 6M | -7.6% | -3.2% | -4.4% | -7.6% |
| YTD | +1.8% | +11.9% | -10.1% | -2.5% |
| 1Y | -0.8% | +5.3% | -6.1% | -3.6% |
| 3Y | +56.9% | -15.0% | +71.9% | +59.7% |
| 5Y | +39.5% | -19.6% | +59.1% | +41.8% |
| 10Y | +55.4% | +27.0% | +28.3% | +35.2% |
| All | +2,090.1% | +2,762.5% | -672.4% | +909.1% |
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