+39.2%
S vs PPG
+38.5%
+0.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.0% | -3.3% | +1.8% |
| 7D | -8.2% | +7.5% | -15.7% | -7.9% |
| 30D | -7.6% | +20.9% | -28.5% | -7.3% |
| 3M | +12.0% | +8.7% | +3.3% | +12.5% |
| 6M | +50.6% | +23.8% | +26.7% | +51.7% |
| YTD | +56.6% | +26.5% | +30.1% | +53.2% |
| 1Y | +39.2% | +37.6% | +1.7% | +29.7% |
| All | +39.2% | +38.5% | +0.8% | +29.7% |
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 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