+38.3%
S vs PPG
+2.6%
+35.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +2.0% | +0.7% | +1.2% | +1.8% |
| 30D | -2.7% | +17.6% | -20.3% | -8.3% |
| 3M | -6.9% | +7.5% | -14.3% | -9.4% |
| 6M | +38.1% | +17.6% | +20.4% | +28.5% |
| YTD | +48.0% | +22.6% | +25.4% | +30.7% |
| 1Y | +34.5% | +28.0% | +6.5% | +15.5% |
| 3Y | +38.3% | +1.8% | +36.5% | +47.4% |
| All | +38.3% | +2.6% | +35.7% | +47.4% |
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