-37.5%
U vs PPG
-3.7%
-33.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +4.6% |
| 7D | +4.5% | 0.0% | +4.5% | +4.3% |
| 30D | -0.6% | -7.8% | +7.2% | +5.8% |
| 3M | +48.4% | -2.2% | +50.6% | +49.1% |
| 6M | +115.4% | +4.1% | +111.2% | +102.0% |
| YTD | -3.2% | +9.1% | -12.3% | -15.1% |
| 1Y | -6.0% | +1.0% | -7.0% | -12.2% |
| 3Y | +13.5% | -13.3% | +26.7% | +22.0% |
| 5Y | -68.0% | -19.2% | -48.8% | -67.2% |
| All | -37.5% | -3.7% | -33.7% | -37.3% |
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