+5,256.9%
SPG vs PPG
+1,271.1%
+3,985.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.9% |
| 7D | -2.4% | -1.5% | -0.9% | -1.7% |
| 30D | -6.8% | -5.0% | -1.9% | -4.3% |
| 3M | +2.7% | +1.1% | +1.5% | +1.3% |
| 6M | +5.5% | -3.2% | +8.6% | +5.5% |
| YTD | +15.7% | +11.9% | +3.8% | +6.4% |
| 1Y | +20.9% | +5.3% | +15.5% | +14.3% |
| 3Y | +112.4% | -15.0% | +127.4% | +122.8% |
| 5Y | +101.4% | -19.6% | +121.0% | +113.5% |
| 10Y | +60.6% | +27.0% | +33.6% | +33.2% |
| All | +5,256.9% | +1,271.1% | +3,985.8% | +1,637.9% |
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 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