+56.2%
SAP vs PPG
-20.0%
+76.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.2% |
| 7D | -0.3% | -3.7% | +3.5% | +1.2% |
| 30D | +0.3% | -7.2% | +7.5% | +3.3% |
| 3M | +16.9% | -7.3% | +24.2% | +20.0% |
| 6M | +6.3% | +0.3% | +6.1% | +4.9% |
| YTD | -12.4% | +6.5% | -18.9% | -16.7% |
| 1Y | -21.6% | +0.5% | -22.2% | -23.6% |
| 3Y | +54.8% | -15.3% | +70.1% | +60.2% |
| 5Y | +56.2% | -22.9% | +79.1% | +54.4% |
| All | +56.2% | -20.0% | +76.1% | +54.4% |
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 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