-46.5%
COMP vs PPG
-6.6%
-39.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.3% | +3.2% |
| 7D | +14.5% | +0.3% | +14.2% | +14.4% |
| 30D | +14.9% | +20.5% | -5.6% | -5.0% |
| 3M | -14.2% | +5.3% | -19.5% | -18.7% |
| 6M | +23.7% | +15.8% | +8.0% | +6.7% |
| YTD | +2.1% | +24.6% | -22.5% | -18.7% |
| 1Y | +26.2% | +33.6% | -7.4% | -6.7% |
| 3Y | +470.9% | +5.0% | +465.9% | +432.2% |
| 5Y | -14.0% | -14.0% | 0.0% | -15.5% |
| All | -46.5% | -6.6% | -39.8% | -49.0% |
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