-85.6%
SMR vs PPG
+38.5%
-124.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.0% | -9.4% | -8.0% |
| 7D | -9.5% | +7.5% | -17.0% | -14.7% |
| 30D | -33.2% | +20.9% | -54.1% | -42.7% |
| 3M | -45.9% | +8.7% | -54.7% | -49.6% |
| 6M | -57.9% | +23.8% | -81.7% | -64.9% |
| YTD | -63.8% | +26.5% | -90.3% | -72.2% |
| 1Y | -85.6% | +37.6% | -123.2% | -89.2% |
| All | -85.6% | +38.5% | -124.1% | -89.2% |
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