+117.0%
AA vs PPG
+26.9%
+90.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.4% |
| 7D | -3.4% | -6.2% | +2.8% | +2.0% |
| 30D | -5.8% | -7.9% | +2.2% | +0.9% |
| 3M | -29.9% | -10.2% | -19.7% | -24.2% |
| 6M | -27.0% | +2.7% | -29.7% | -31.1% |
| YTD | -8.7% | +4.9% | -13.6% | -16.8% |
| 1Y | +50.6% | -3.2% | +53.8% | +46.9% |
| 3Y | +74.1% | -17.0% | +91.1% | +96.3% |
| 5Y | +2.6% | -23.3% | +25.9% | +21.1% |
| All | +117.0% | +26.9% | +90.1% | +60.0% |
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