+201.4%
B vs PPG
+26.9%
+174.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -2.4% | -6.2% | +3.9% | -1.2% |
| 30D | +6.3% | -7.9% | +14.3% | +8.0% |
| 3M | +12.1% | -10.2% | +22.4% | +14.5% |
| 6M | -3.1% | +2.7% | -5.8% | -3.3% |
| YTD | +2.0% | +4.9% | -2.9% | +1.3% |
| 1Y | +51.7% | -3.2% | +54.9% | +52.4% |
| 3Y | +190.5% | -17.0% | +207.5% | +196.6% |
| 5Y | +158.0% | -23.3% | +181.3% | +162.1% |
| All | +201.4% | +26.9% | +174.5% | +192.7% |
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