+8,425.6%
PWR vs PPG
+605.5%
+7,820.1%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -0.5% |
| 7D | +2.7% | -3.7% | +6.4% | +5.0% |
| 30D | -5.1% | -7.2% | +2.1% | -0.9% |
| 3M | -9.4% | -7.3% | -2.0% | -5.9% |
| 6M | +10.4% | +0.3% | +10.2% | +8.2% |
| YTD | +48.6% | +6.5% | +42.1% | +39.1% |
| 1Y | +68.0% | +0.5% | +67.5% | +61.9% |
| 3Y | +204.7% | -15.3% | +220.0% | +217.7% |
| 5Y | +451.9% | -22.9% | +474.8% | +488.0% |
| 10Y | +2,425.3% | +28.4% | +2,396.9% | +1,737.8% |
| All | +8,425.6% | +605.5% | +7,820.1% | +1,970.9% |
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