+44.4%
SITM vs PPG
+38.5%
+5.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +5.0% | -14.3% | -10.6% |
| 7D | -19.5% | +7.5% | -27.0% | -21.5% |
| 30D | -43.2% | +20.9% | -64.1% | -47.1% |
| 3M | -30.8% | +8.7% | -39.5% | -33.1% |
| 6M | -28.6% | +23.8% | -52.4% | -36.6% |
| YTD | +14.2% | +26.5% | -12.3% | +0.1% |
| 1Y | +44.4% | +37.6% | +6.8% | +26.4% |
| All | +44.4% | +38.5% | +5.9% | +26.4% |
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 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