+69.9%
PR vs PPG
+32.4%
+37.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.7% |
| 7D | -9.5% | +2.6% | -12.1% | -8.4% |
| 30D | -5.7% | +19.7% | -25.4% | +1.1% |
| 3M | +3.0% | +7.7% | -4.8% | +6.6% |
| 6M | +11.8% | +15.0% | -3.1% | +18.3% |
| YTD | +58.5% | +23.7% | +34.8% | +68.7% |
| 1Y | +69.9% | +32.1% | +37.8% | +82.8% |
| All | +69.9% | +32.4% | +37.5% | +82.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling