+98.2%
DG vs PPG
+26.9%
+71.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -6.5% | -6.2% | -0.2% | -4.9% |
| 30D | +4.2% | -7.9% | +12.1% | +6.3% |
| 3M | +9.5% | -10.2% | +19.7% | +12.4% |
| 6M | -13.1% | +2.7% | -15.8% | -14.0% |
| YTD | -4.8% | +4.9% | -9.7% | -6.4% |
| 1Y | +20.6% | -3.2% | +23.8% | +20.8% |
| 3Y | +4.9% | -17.0% | +21.9% | +8.2% |
| 5Y | -37.9% | -23.3% | -14.5% | -35.9% |
| All | +98.2% | +26.9% | +71.3% | +73.1% |
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