+218.5%
PWR vs PPG
-17.4%
+235.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.7% | +5.0% |
| 7D | +4.2% | -6.2% | +10.4% | +6.5% |
| 30D | -4.0% | -7.9% | +3.9% | -1.4% |
| 3M | -4.8% | -10.2% | +5.4% | -1.6% |
| 6M | +14.6% | +2.7% | +12.0% | +12.4% |
| YTD | +54.2% | +4.9% | +49.4% | +48.3% |
| 1Y | +67.1% | -3.2% | +70.3% | +65.8% |
| 3Y | +218.5% | -17.0% | +235.5% | +224.6% |
| All | +218.5% | -17.4% | +235.8% | +224.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling