+137.8%
AS vs PPG
-5.0%
+142.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +4.5% | +3.2% | +1.3% | +2.4% |
| 30D | +13.2% | +20.4% | -7.2% | -0.1% |
| 3M | -11.9% | +8.4% | -20.3% | -16.6% |
| 6M | -11.6% | +15.6% | -27.2% | -20.3% |
| YTD | -14.7% | +24.4% | -39.1% | -27.9% |
| 1Y | +5.7% | +32.9% | -27.2% | -15.1% |
| All | +137.8% | -5.0% | +142.8% | +128.5% |
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