-47.8%
S vs PPG
-18.0%
-29.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +2.0% | +0.7% | +1.2% | +1.7% |
| 30D | -2.7% | +17.6% | -20.3% | -11.0% |
| 3M | -6.9% | +7.5% | -14.3% | -10.9% |
| 6M | +38.1% | +17.6% | +20.4% | +24.2% |
| YTD | +48.0% | +22.6% | +25.4% | +25.8% |
| 1Y | +34.5% | +28.0% | +6.5% | +10.8% |
| 3Y | +38.3% | +1.8% | +36.5% | +30.1% |
| 5Y | -70.9% | -15.5% | -55.4% | -72.6% |
| All | -47.8% | -18.0% | -29.7% | -52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling