-49.3%
COMP vs PPG
-8.1%
-41.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.5% |
| 7D | 0.0% | +0.7% | -0.7% | -0.7% |
| 30D | +16.6% | +17.6% | -1.0% | -1.2% |
| 3M | -23.5% | +7.5% | -31.0% | -28.9% |
| 6M | +25.7% | +17.6% | +8.1% | +6.7% |
| YTD | -3.4% | +22.6% | -26.0% | -21.8% |
| 1Y | +7.6% | +28.0% | -20.4% | -16.9% |
| 3Y | +423.6% | +1.8% | +421.8% | +405.0% |
| 5Y | -10.6% | -15.5% | +4.9% | -10.7% |
| All | -49.3% | -8.1% | -41.2% | -50.9% |
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