+338.3%
SU vs PPG
-24.1%
+362.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.2% |
| 7D | +2.2% | -6.2% | +8.5% | +3.2% |
| 30D | +8.4% | -7.9% | +16.4% | +9.7% |
| 3M | +12.1% | -10.2% | +22.3% | +13.5% |
| 6M | +19.7% | +2.7% | +17.0% | +16.9% |
| YTD | +58.4% | +4.9% | +53.5% | +53.1% |
| 1Y | +67.2% | -3.2% | +70.4% | +64.9% |
| 3Y | +125.0% | -17.0% | +142.0% | +126.4% |
| All | +338.3% | -24.1% | +362.4% | +347.9% |
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