+3,076.5%
SPY vs PPG
+1,507.6%
+1,569.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +1.9% | +0.5% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | -0.9% | -7.8% | +6.8% | +2.5% |
| 3M | +3.9% | -2.2% | +6.1% | +4.3% |
| 6M | +14.5% | +4.1% | +10.4% | +11.0% |
| YTD | +12.9% | +9.1% | +3.8% | +6.7% |
| 1Y | +19.4% | +1.0% | +18.4% | +16.3% |
| 3Y | +78.5% | -13.3% | +91.7% | +82.9% |
| 5Y | +81.8% | -19.2% | +101.0% | +88.1% |
| 10Y | +311.5% | +25.9% | +285.6% | +232.6% |
| All | +3,076.5% | +1,507.6% | +1,569.0% | +809.5% |
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