+11.8%
S vs PPG
-17.4%
+29.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -0.7% | -6.2% | +5.6% | +1.9% |
| 30D | -11.4% | -7.9% | -3.5% | -8.5% |
| 3M | +33.8% | -10.2% | +44.0% | +39.0% |
| 6M | +39.5% | +2.7% | +36.8% | +34.7% |
| YTD | +31.7% | +4.9% | +26.8% | +22.9% |
| 1Y | +7.0% | -3.2% | +10.2% | +5.0% |
| 3Y | +11.8% | -17.0% | +28.8% | +15.5% |
| All | +11.8% | -17.4% | +29.1% | +15.5% |
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