+106.6%
SPG vs PPG
-17.7%
+124.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.0% | +0.9% |
| 7D | -2.2% | -5.1% | +2.9% | -0.1% |
| 30D | -5.8% | -9.6% | +3.8% | -1.9% |
| 3M | -2.8% | -6.4% | +3.6% | -0.6% |
| 6M | +8.9% | +0.5% | +8.4% | +7.3% |
| YTD | +14.3% | +4.4% | +9.8% | +9.4% |
| 1Y | +19.5% | -0.9% | +20.4% | +17.3% |
| All | +106.6% | -17.7% | +124.3% | +113.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling