+142.2%
AS vs PPG
-4.9%
+147.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.8% | +1.6% |
| 7D | +5.8% | +0.3% | +5.5% | +5.6% |
| 30D | +15.4% | +20.5% | -5.2% | +1.7% |
| 3M | -11.9% | +5.3% | -17.2% | -15.0% |
| 6M | -9.9% | +15.8% | -25.7% | -18.8% |
| YTD | -13.1% | +24.6% | -37.7% | -26.6% |
| 1Y | +9.9% | +33.6% | -23.7% | -12.1% |
| All | +142.2% | -4.9% | +147.1% | +132.6% |
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