+169.5%
PR vs PPG
+19.5%
+150.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.3% |
| 7D | +2.9% | -1.5% | +4.4% | +3.5% |
| 30D | +18.0% | -5.0% | +23.0% | +20.4% |
| 3M | +16.9% | +1.1% | +15.7% | +14.2% |
| 6M | +28.2% | -3.2% | +31.4% | +25.8% |
| YTD | +69.3% | +11.9% | +57.5% | +53.4% |
| 1Y | +69.5% | +5.3% | +64.2% | +57.5% |
| 3Y | +81.7% | -15.0% | +96.7% | +85.1% |
| 5Y | +422.2% | -19.6% | +441.8% | +434.0% |
| 10Y | +110.4% | +27.0% | +83.3% | +75.2% |
| All | +169.5% | +19.5% | +150.0% | +124.4% |
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