+247.4%
A vs PPG
+26.9%
+220.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.2% | +2.5% |
| 7D | -2.6% | -6.2% | +3.6% | +0.5% |
| 30D | -0.9% | -7.9% | +7.1% | +3.1% |
| 3M | +13.6% | -10.2% | +23.9% | +19.1% |
| 6M | +27.8% | +2.7% | +25.2% | +24.5% |
| YTD | +8.6% | +4.9% | +3.7% | +4.1% |
| 1Y | +16.9% | -3.2% | +20.1% | +16.2% |
| 3Y | +32.9% | -17.0% | +49.9% | +41.4% |
| 5Y | -14.1% | -23.3% | +9.2% | -7.4% |
| All | +247.4% | +26.9% | +220.5% | +181.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling