+29.7%
Q vs PPG
+8.3%
+21.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.5% | +4.8% | +3.6% |
| 7D | +6.7% | 0.0% | +6.7% | +6.7% |
| 30D | -10.6% | -7.8% | -2.8% | -6.8% |
| 3M | -14.6% | -2.2% | -12.4% | -14.6% |
| 6M | +12.1% | +4.1% | +7.9% | +6.2% |
| YTD | +51.3% | +9.1% | +42.2% | +42.7% |
| All | +29.7% | +8.3% | +21.4% | +20.6% |
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 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