+250.1%
SPOT vs PPG
+14.2%
+235.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.7% | +0.4% |
| 7D | -6.9% | -5.1% | -1.7% | -5.2% |
| 30D | +4.1% | -9.6% | +13.7% | +7.8% |
| 3M | +3.7% | -6.4% | +10.1% | +5.4% |
| 6M | -1.6% | +0.5% | -2.1% | -3.1% |
| YTD | -10.2% | +4.4% | -14.6% | -13.7% |
| 1Y | -25.9% | -0.9% | -25.0% | -27.6% |
| 3Y | +235.6% | -17.0% | +252.5% | +243.8% |
| 5Y | +110.6% | -23.7% | +134.2% | +117.5% |
| All | +250.1% | +14.2% | +235.9% | +186.2% |
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