+13,676.9%
PSA vs PPG
+2,625.9%
+11,051.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.5% |
| 7D | -2.2% | -3.7% | +1.5% | -0.9% |
| 30D | -9.6% | -7.2% | -2.3% | -7.2% |
| 3M | -7.9% | -7.3% | -0.6% | -5.8% |
| 6M | -2.0% | +0.3% | -2.3% | -2.8% |
| YTD | +15.7% | +6.5% | +9.2% | +12.2% |
| 1Y | +5.8% | +0.5% | +5.2% | +4.4% |
| 3Y | +21.6% | -15.3% | +36.9% | +26.3% |
| 5Y | +13.1% | -22.9% | +36.0% | +18.7% |
| 10Y | +101.3% | +28.4% | +72.9% | +66.0% |
| All | +13,676.9% | +2,625.9% | +11,051.0% | +5,714.5% |
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