+221.7%
PR vs PPG
-16.6%
+238.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | -16.4% | +2.4% | -18.8% | -17.1% |
| 30D | -1.9% | +16.5% | -18.4% | -6.2% |
| 3M | +8.0% | +5.1% | +2.8% | +6.0% |
| 6M | +4.1% | +11.1% | -7.0% | -0.8% |
| YTD | +58.7% | +21.7% | +37.0% | +43.4% |
| 1Y | +75.8% | +32.0% | +43.9% | +53.0% |
| 3Y | +73.2% | +2.8% | +70.4% | +63.9% |
| All | +221.7% | -16.6% | +238.4% | +219.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling