+597.0%
SE vs PPG
+13.5%
+583.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +2.5% |
| 7D | +0.6% | 0.0% | +0.6% | +0.5% |
| 30D | -0.1% | -7.8% | +7.7% | +4.6% |
| 3M | +34.1% | -2.2% | +36.3% | +34.8% |
| 6M | +23.2% | +4.1% | +19.1% | +18.8% |
| YTD | -11.2% | +9.1% | -20.2% | -17.6% |
| 1Y | -40.5% | +1.0% | -41.5% | -42.5% |
| 3Y | +196.3% | -13.3% | +209.6% | +204.8% |
| 5Y | -67.0% | -19.2% | -47.8% | -64.8% |
| All | +597.0% | +13.5% | +583.5% | +510.8% |
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