+2,233.8%
SAP vs PPG
+929.5%
+1,304.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.7% |
| 7D | -2.9% | -1.5% | -1.4% | -2.2% |
| 30D | +9.0% | -5.0% | +14.0% | +11.7% |
| 3M | +14.9% | +1.1% | +13.8% | +13.5% |
| 6M | +11.9% | -3.2% | +15.1% | +11.6% |
| YTD | -9.9% | +11.9% | -21.8% | -17.1% |
| 1Y | -19.5% | +5.3% | -24.9% | -23.8% |
| 3Y | +61.8% | -15.0% | +76.8% | +67.0% |
| 5Y | +56.2% | -19.6% | +75.8% | +62.2% |
| 10Y | +180.6% | +27.0% | +153.6% | +114.2% |
| All | +2,233.8% | +929.5% | +1,304.3% | +434.6% |
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