+38.4%
AR vs PPG
+26.9%
+11.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.1% |
| 7D | -2.5% | -6.2% | +3.8% | +0.6% |
| 30D | +2.5% | -7.9% | +10.5% | +6.6% |
| 3M | +12.3% | -10.2% | +22.5% | +17.0% |
| 6M | -3.1% | +2.7% | -5.8% | -8.1% |
| YTD | +11.5% | +4.9% | +6.6% | +3.4% |
| 1Y | +17.0% | -3.2% | +20.2% | +12.9% |
| 3Y | +47.3% | -17.0% | +64.3% | +50.8% |
| 5Y | +141.2% | -23.3% | +164.6% | +151.6% |
| All | +38.4% | +26.9% | +11.6% | -3.3% |
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