+171.3%
SAP vs PPG
+26.3%
+145.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.4% | -0.7% |
| 7D | -5.1% | -5.1% | 0.0% | -3.0% |
| 30D | -1.8% | -9.6% | +7.8% | +2.3% |
| 3M | +20.9% | -6.4% | +27.4% | +23.7% |
| 6M | +7.0% | +0.5% | +6.5% | +5.4% |
| YTD | -13.7% | +4.4% | -18.2% | -17.1% |
| 1Y | -19.6% | -0.9% | -18.7% | -21.1% |
| 3Y | +52.4% | -17.0% | +69.4% | +58.6% |
| 5Y | +54.4% | -23.7% | +78.1% | +62.7% |
| All | +171.3% | +26.3% | +145.0% | +125.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling