+87.0%
RF vs PPG
-20.0%
+107.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.7% |
| 7D | -0.1% | -3.7% | +3.6% | +2.0% |
| 30D | -4.0% | -7.2% | +3.2% | 0.0% |
| 3M | +5.6% | -7.3% | +12.9% | +9.3% |
| 6M | +13.1% | +0.3% | +12.8% | +10.9% |
| YTD | +13.6% | +6.5% | +7.0% | +6.6% |
| 1Y | +16.0% | +0.5% | +15.4% | +12.3% |
| 3Y | +90.2% | -15.3% | +105.5% | +102.6% |
| 5Y | +87.0% | -22.9% | +109.9% | +97.6% |
| All | +87.0% | -20.0% | +107.0% | +97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling