+83.1%
SPY vs PPG
-24.1%
+107.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.7% |
| 7D | -0.8% | -6.2% | +5.5% | +1.7% |
| 30D | -1.1% | -7.9% | +6.9% | +2.1% |
| 3M | +3.9% | -10.2% | +14.1% | +7.8% |
| 6M | +13.6% | +2.7% | +10.9% | +11.0% |
| YTD | +12.7% | +4.9% | +7.8% | +8.4% |
| 1Y | +17.5% | -3.2% | +20.7% | +16.7% |
| 3Y | +76.9% | -17.0% | +93.9% | +83.5% |
| All | +83.1% | -24.1% | +107.2% | +88.0% |
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