+228.4%
ACWI vs PPG
+26.9%
+201.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | -1.0% | -6.2% | +5.2% | +1.6% |
| 30D | -0.9% | -7.9% | +7.1% | +2.4% |
| 3M | +3.5% | -10.2% | +13.7% | +7.6% |
| 6M | +12.8% | +2.7% | +10.2% | +10.4% |
| YTD | +14.0% | +4.9% | +9.1% | +10.0% |
| 1Y | +19.2% | -3.2% | +22.3% | +18.5% |
| 3Y | +75.1% | -17.0% | +92.1% | +82.7% |
| 5Y | +68.6% | -23.3% | +91.9% | +77.7% |
| All | +228.4% | +26.9% | +201.5% | +169.6% |
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