-5.1%
SAP vs PPG
+28.6%
-33.8%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +0.6% | +0.7% | -0.1% | +0.5% |
| 30D | +6.5% | +17.6% | -11.0% | +4.0% |
| 3M | +12.2% | +7.5% | +4.8% | +10.8% |
| 6M | +46.1% | +17.6% | +28.4% | +43.4% |
| YTD | -1.6% | +22.6% | -24.2% | -4.0% |
| 1Y | -5.1% | +28.0% | -33.1% | -8.9% |
| All | -5.1% | +28.6% | -33.8% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling