+851.5%
DE vs PPG
+26.9%
+824.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.6% |
| 7D | -2.6% | -6.2% | +3.7% | +0.9% |
| 30D | +9.0% | -7.9% | +17.0% | +13.9% |
| 3M | +19.1% | -10.2% | +29.4% | +25.7% |
| 6M | +14.4% | +2.7% | +11.7% | +11.2% |
| YTD | +45.9% | +4.9% | +41.1% | +39.4% |
| 1Y | +43.6% | -3.2% | +46.8% | +43.0% |
| 3Y | +75.9% | -17.0% | +92.9% | +87.8% |
| 5Y | +98.8% | -23.3% | +122.1% | +114.8% |
| All | +851.5% | +26.9% | +824.6% | +634.0% |
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