+10.7%
U vs PPG
-17.7%
+28.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | +0.2% |
| 7D | 0.0% | -5.1% | +5.1% | +3.3% |
| 30D | -4.1% | -9.6% | +5.5% | +2.1% |
| 3M | +57.8% | -6.4% | +64.2% | +62.9% |
| 6M | +103.5% | +0.5% | +103.0% | +97.3% |
| YTD | -4.8% | +4.4% | -9.2% | -13.6% |
| 1Y | -2.4% | -0.9% | -1.5% | -7.6% |
| All | +10.7% | -17.7% | +28.4% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling