+119.6%
RF vs PPG
+3.3%
+116.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.0% |
| 7D | -0.1% | +0.3% | -0.5% | -0.4% |
| 30D | +7.0% | +20.5% | -13.5% | -2.7% |
| 3M | -7.0% | +5.3% | -12.3% | -9.6% |
| 6M | +6.8% | +15.8% | -9.0% | -2.1% |
| YTD | +9.9% | +24.6% | -14.7% | -5.1% |
| 1Y | +21.1% | +33.6% | -12.5% | 0.0% |
| 3Y | +119.6% | +5.0% | +114.6% | +92.7% |
| All | +119.6% | +3.3% | +116.3% | +92.7% |
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 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