-68.9%
S vs PPG
-24.6%
-44.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +3.0% |
| 7D | +0.1% | -5.1% | +5.2% | +3.1% |
| 30D | -11.8% | -9.6% | -2.2% | -6.7% |
| 3M | +33.9% | -6.4% | +40.4% | +37.7% |
| 6M | +40.1% | +0.5% | +39.6% | +35.5% |
| YTD | +32.1% | +4.4% | +27.6% | +22.1% |
| 1Y | +11.0% | -0.9% | +11.9% | +6.4% |
| 3Y | +16.9% | -17.0% | +33.9% | +24.5% |
| 5Y | -68.9% | -23.7% | -45.3% | -67.9% |
| All | -68.9% | -24.6% | -44.4% | -67.9% |
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