+115.3%
SPOT vs PPG
-24.1%
+139.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.6% |
| 7D | -3.1% | -6.2% | +3.2% | -0.7% |
| 30D | +7.4% | -7.9% | +15.3% | +10.7% |
| 3M | +8.2% | -10.2% | +18.4% | +12.0% |
| 6M | +2.2% | +2.7% | -0.4% | -0.5% |
| YTD | -9.5% | +4.9% | -14.3% | -14.0% |
| 1Y | -23.8% | -3.2% | -20.6% | -25.1% |
| 3Y | +233.5% | -17.0% | +250.5% | +243.8% |
| All | +115.3% | -24.1% | +139.3% | +117.7% |
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