+145.8%
SITM vs PPG
-0.8%
+146.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.1% | +5.4% |
| 7D | +3.9% | -6.2% | +10.1% | +6.4% |
| 30D | -6.6% | -7.9% | +1.3% | -3.7% |
| 3M | -11.9% | -10.2% | -1.6% | -9.0% |
| 6M | +81.1% | +2.7% | +78.5% | +72.5% |
| YTD | +80.0% | +4.9% | +75.1% | +68.4% |
| 1Y | +145.8% | -3.2% | +149.0% | +144.0% |
| All | +145.8% | -0.8% | +146.6% | +144.0% |
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