+86.2%
SU vs PPG
+38.5%
+47.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.0% | -9.5% | -2.8% |
| 7D | -7.1% | +7.5% | -14.5% | -4.5% |
| 30D | +4.8% | +20.9% | -16.1% | +12.0% |
| 3M | +12.5% | +8.7% | +3.8% | +16.5% |
| 6M | +6.5% | +23.8% | -17.4% | +14.0% |
| YTD | +65.8% | +26.5% | +39.3% | +75.1% |
| 1Y | +86.2% | +37.6% | +48.6% | +98.1% |
| All | +86.2% | +38.5% | +47.7% | +98.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling