-12.1%
DOW vs PPG
+10.4%
-22.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.3% |
| 7D | -1.4% | -6.2% | +4.9% | +2.7% |
| 30D | -3.9% | -7.9% | +4.0% | +1.1% |
| 3M | -12.7% | -10.2% | -2.5% | -8.2% |
| 6M | -13.7% | +2.7% | -16.3% | -20.4% |
| YTD | +28.4% | +4.9% | +23.5% | +15.9% |
| 1Y | +21.8% | -3.2% | +24.9% | +16.9% |
| 3Y | -35.7% | -17.0% | -18.7% | -31.2% |
| 5Y | -36.8% | -23.3% | -13.5% | -30.9% |
| All | -12.1% | +10.4% | -22.4% | -28.7% |
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