+32.1%
SOLS vs PPG
+13.2%
+18.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.2% | +2.9% |
| 7D | +0.3% | -1.5% | +1.8% | +1.2% |
| 30D | +2.1% | -5.0% | +7.1% | +5.2% |
| 3M | -24.1% | +1.1% | -25.3% | -25.1% |
| 6M | -15.0% | -3.2% | -11.8% | -15.8% |
| YTD | +31.6% | +11.9% | +19.7% | +19.7% |
| All | +32.1% | +13.2% | +18.9% | +18.8% |
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