+196.7%
W vs PPG
+60.5%
+136.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.2% |
| 7D | +0.2% | +0.7% | -0.6% | -0.5% |
| 30D | +6.8% | +17.6% | -10.7% | -9.7% |
| 3M | +10.7% | +7.5% | +3.2% | +2.6% |
| 6M | +86.3% | +17.6% | +68.7% | +60.3% |
| YTD | +11.5% | +22.6% | -11.1% | -10.9% |
| 1Y | +5.1% | +28.0% | -22.9% | -19.6% |
| 3Y | +171.0% | +1.8% | +169.2% | +173.6% |
| 5Y | -56.6% | -15.5% | -41.1% | -45.9% |
| 10Y | +213.4% | +54.9% | +158.5% | +116.4% |
| All | +196.7% | +60.5% | +136.2% | +82.5% |
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