-46.7%
COMP vs PPG
-18.3%
-28.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -0.8% |
| 7D | +4.1% | 0.0% | +4.0% | +4.0% |
| 30D | -14.5% | -7.8% | -6.8% | -7.1% |
| 3M | +41.8% | -2.2% | +44.0% | +45.3% |
| 6M | +23.6% | +4.1% | +19.4% | +20.3% |
| YTD | +1.7% | +9.1% | -7.4% | -7.2% |
| 1Y | +12.6% | +1.0% | +11.6% | +10.5% |
| 3Y | +221.9% | -13.3% | +235.1% | +268.6% |
| 5Y | -28.1% | -19.2% | -8.9% | -18.8% |
| All | -46.7% | -18.3% | -28.4% | -41.7% |
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