-48.8%
SE vs PPG
+38.5%
-87.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.0% | -0.5% | +3.1% |
| 7D | +6.7% | +7.5% | -0.8% | +4.5% |
| 30D | -17.2% | +20.9% | -38.1% | -21.4% |
| 3M | -28.0% | +8.7% | -36.8% | -29.7% |
| 6M | -6.1% | +23.8% | -30.0% | -11.8% |
| YTD | -37.1% | +26.5% | -63.7% | -41.8% |
| 1Y | -48.8% | +37.6% | -86.4% | -51.2% |
| All | -48.8% | +38.5% | -87.2% | -51.2% |
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