+27.6%
SOLS vs PPG
+5.7%
+21.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -1.5% |
| 7D | +0.3% | -5.1% | +5.5% | +3.5% |
| 30D | +0.9% | -9.6% | +10.4% | +7.0% |
| 3M | -20.7% | -6.4% | -14.2% | -17.8% |
| 6M | -17.7% | +0.5% | -18.2% | -19.6% |
| YTD | +27.1% | +4.4% | +22.7% | +20.4% |
| All | +27.6% | +5.7% | +21.9% | +19.5% |
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