+32.4%
PWR vs PPG
+38.5%
-6.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +5.0% | -16.6% | -12.4% |
| 7D | -4.4% | +7.5% | -11.8% | -5.8% |
| 30D | -15.1% | +20.9% | -36.0% | -18.6% |
| 3M | -16.2% | +8.7% | -25.0% | -17.6% |
| 6M | -23.3% | +23.8% | -47.2% | -27.3% |
| YTD | +37.6% | +26.5% | +11.1% | +26.7% |
| 1Y | +32.4% | +37.6% | -5.2% | +21.7% |
| All | +32.4% | +38.5% | -6.0% | +21.7% |
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