+96.2%
AGG vs PPG
+579.9%
-483.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -1.1% | -6.2% | +5.2% | -1.0% |
| 30D | -1.1% | -7.9% | +6.8% | -1.1% |
| 3M | -1.9% | -10.2% | +8.3% | -1.9% |
| 6M | -1.7% | +2.7% | -4.4% | -1.7% |
| YTD | -1.3% | +4.9% | -6.2% | -1.3% |
| 1Y | -0.7% | -3.2% | +2.4% | -0.7% |
| 3Y | +12.5% | -17.0% | +29.5% | +12.4% |
| 5Y | -2.5% | -23.3% | +20.8% | -2.6% |
| 10Y | +14.2% | +26.4% | -12.2% | +15.2% |
| All | +96.2% | +579.9% | -483.7% | +112.8% |
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 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