-14.4%
SMR vs PPG
-11.8%
-2.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.4% | -16.1% | -15.9% |
| 7D | -11.2% | -6.2% | -5.0% | -8.2% |
| 30D | -10.2% | -7.9% | -2.3% | -6.2% |
| 3M | -10.0% | -10.2% | +0.2% | -4.8% |
| 6M | -30.5% | +2.7% | -33.1% | -30.9% |
| YTD | -39.2% | +4.9% | -44.1% | -40.6% |
| 1Y | -75.5% | -3.2% | -72.3% | -75.2% |
| 3Y | +45.4% | -17.0% | +62.4% | +55.0% |
| All | -14.4% | -11.8% | -2.6% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling