+819.0%
SPYM vs PPG
+461.6%
+357.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | +0.5% |
| 7D | -0.4% | -3.7% | +3.4% | +1.3% |
| 30D | -1.4% | -7.2% | +5.8% | +1.8% |
| 3M | +3.7% | -7.3% | +11.1% | +6.6% |
| 6M | +13.0% | +0.3% | +12.8% | +11.4% |
| YTD | +12.5% | +6.5% | +5.9% | +7.3% |
| 1Y | +18.6% | +0.5% | +18.1% | +15.7% |
| 3Y | +78.0% | -15.3% | +93.3% | +84.2% |
| 5Y | +82.3% | -22.9% | +105.2% | +92.3% |
| 10Y | +322.9% | +28.4% | +294.5% | +236.3% |
| All | +819.0% | +461.6% | +357.4% | +243.8% |
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