+33.0%
Q vs PPG
+4.1%
+28.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.3% |
| 7D | +4.9% | -6.2% | +11.2% | +8.4% |
| 30D | -11.0% | -7.9% | -3.0% | -7.2% |
| 3M | -15.2% | -10.2% | -5.0% | -11.0% |
| 6M | +8.8% | +2.7% | +6.2% | +4.1% |
| YTD | +55.1% | +4.9% | +50.2% | +49.2% |
| All | +33.0% | +4.1% | +28.9% | +26.1% |
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