+14.9%
PSA vs PPG
-24.1%
+39.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -1.8% | -6.2% | +4.4% | +0.5% |
| 30D | -8.4% | -7.9% | -0.4% | -5.6% |
| 3M | -7.8% | -10.2% | +2.4% | -4.5% |
| 6M | +0.8% | +2.7% | -1.9% | -1.0% |
| YTD | +16.5% | +4.9% | +11.6% | +13.2% |
| 1Y | +4.7% | -3.2% | +7.9% | +4.6% |
| 3Y | +21.1% | -17.0% | +38.1% | +26.2% |
| All | +14.9% | -24.1% | +39.0% | +18.0% |
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