+74.5%
UBER vs PPG
+7.8%
+66.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +3.3% |
| 7D | -4.5% | -5.1% | +0.7% | -1.3% |
| 30D | -7.6% | -9.6% | +2.0% | -1.6% |
| 3M | +5.8% | -6.4% | +12.2% | +9.5% |
| 6M | +0.3% | +0.5% | -0.2% | -2.1% |
| YTD | -11.2% | +4.4% | -15.6% | -16.9% |
| 1Y | -23.0% | -0.9% | -22.1% | -25.8% |
| 3Y | +53.6% | -17.0% | +70.6% | +63.8% |
| 5Y | +81.9% | -23.7% | +105.6% | +101.4% |
| All | +74.5% | +7.8% | +66.8% | +15.4% |
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