+104.5%
ED vs PPG
+26.9%
+77.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -0.8% | -6.2% | +5.5% | +0.3% |
| 30D | -0.4% | -7.9% | +7.5% | +1.0% |
| 3M | +0.5% | -10.2% | +10.7% | +2.1% |
| 6M | -3.1% | +2.7% | -5.8% | -4.2% |
| YTD | +9.8% | +4.9% | +4.9% | +8.0% |
| 1Y | +12.6% | -3.2% | +15.8% | +12.2% |
| 3Y | +31.4% | -17.0% | +48.4% | +34.0% |
| 5Y | +69.4% | -23.3% | +92.8% | +72.8% |
| All | +104.5% | +26.9% | +77.6% | +85.4% |
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