+8.7%
V vs PPG
-0.8%
+9.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -1.2% | -6.2% | +5.0% | -0.4% |
| 30D | +3.1% | -7.9% | +11.0% | +4.2% |
| 3M | +16.3% | -10.2% | +26.5% | +17.9% |
| 6M | +20.4% | +2.7% | +17.7% | +19.3% |
| YTD | +6.3% | +4.9% | +1.4% | +2.9% |
| 1Y | +8.7% | -3.2% | +11.9% | +7.8% |
| All | +8.7% | -0.8% | +9.5% | +7.8% |
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