+4,789.7%
SITM vs PPG
-6.0%
+4,795.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.1% | +5.2% |
| 7D | +3.9% | -6.2% | +10.1% | +9.8% |
| 30D | -6.6% | -7.9% | +1.3% | +0.3% |
| 3M | -11.9% | -10.2% | -1.6% | -5.0% |
| 6M | +81.1% | +2.7% | +78.5% | +71.2% |
| YTD | +80.0% | +4.9% | +75.1% | +64.6% |
| 1Y | +145.8% | -3.2% | +149.0% | +140.6% |
| 3Y | +475.9% | -17.0% | +492.9% | +548.8% |
| 5Y | +189.2% | -23.3% | +212.5% | +246.3% |
| All | +4,789.7% | -6.0% | +4,795.7% | +4,197.2% |
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 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