+165.5%
SITM vs PPG
+5.2%
+160.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.6% | +4.9% | +5.9% |
| 7D | +9.7% | -1.5% | +11.2% | +10.3% |
| 30D | +12.7% | -5.0% | +17.7% | +14.8% |
| 3M | -13.4% | +1.1% | -14.6% | -15.2% |
| 6M | +59.6% | -3.2% | +62.8% | +54.0% |
| YTD | +73.3% | +11.9% | +61.4% | +57.0% |
| 1Y | +165.5% | +5.3% | +160.2% | +153.2% |
| All | +165.5% | +5.2% | +160.4% | +153.2% |
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