-53.2%
S vs PPG
-25.2%
-28.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.5% |
| 7D | -7.7% | -1.5% | -6.2% | -7.0% |
| 30D | -5.3% | -5.0% | -0.4% | -2.8% |
| 3M | +20.3% | +1.1% | +19.1% | +18.3% |
| 6M | +47.4% | -3.2% | +50.5% | +46.6% |
| YTD | +32.5% | +11.9% | +20.7% | +18.8% |
| 1Y | +9.5% | +5.3% | +4.2% | +2.1% |
| 3Y | +15.5% | -15.0% | +30.5% | +21.7% |
| 5Y | -71.2% | -19.6% | -51.6% | -71.7% |
| All | -53.2% | -25.2% | -28.0% | -55.4% |
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 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