-4.0%
SPOT vs PPG
+3.4%
-7.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.3% | -0.8% |
| 7D | -6.5% | -3.7% | -2.8% | -6.0% |
| 30D | +2.2% | -7.2% | +9.4% | +3.1% |
| 3M | +5.4% | -7.3% | +12.7% | +6.2% |
| 6M | -4.0% | +0.3% | -4.3% | -4.7% |
| All | -4.0% | +3.4% | -7.4% | -4.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling