+61.6%
AG vs PPG
+26.9%
+34.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.4% | -3.1% |
| 7D | -6.7% | -6.2% | -0.5% | -4.4% |
| 30D | +2.2% | -7.9% | +10.1% | +5.4% |
| 3M | +15.7% | -10.2% | +25.9% | +20.7% |
| 6M | -23.8% | +2.7% | -26.5% | -24.2% |
| YTD | +17.6% | +4.9% | +12.8% | +16.6% |
| 1Y | +88.6% | -3.2% | +91.8% | +91.5% |
| 3Y | +253.4% | -17.0% | +270.4% | +273.7% |
| 5Y | +62.4% | -23.3% | +85.8% | +71.9% |
| All | +61.6% | +26.9% | +34.8% | +48.2% |
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