+1,003.0%
BE vs PPG
+14.8%
+988.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.4% | +6.2% | +6.3% |
| 7D | +9.0% | -6.2% | +15.3% | +14.9% |
| 30D | +16.3% | -7.9% | +24.2% | +24.3% |
| 3M | +10.8% | -10.2% | +21.0% | +19.2% |
| 6M | +73.2% | +2.7% | +70.5% | +63.8% |
| YTD | +217.4% | +4.9% | +212.5% | +189.5% |
| 1Y | +309.8% | -3.2% | +313.0% | +295.7% |
| 3Y | +1,726.2% | -17.0% | +1,743.2% | +1,906.2% |
| 5Y | +1,306.2% | -23.3% | +1,329.5% | +1,541.2% |
| All | +1,003.0% | +14.8% | +988.2% | +579.6% |
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