+383.4%
EFA vs PPG
+593.7%
-210.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | +0.2% |
| 7D | -2.4% | -5.1% | +2.8% | +0.3% |
| 30D | -2.2% | -9.6% | +7.3% | +2.8% |
| 3M | +5.7% | -6.4% | +12.1% | +8.6% |
| 6M | +8.2% | +0.5% | +7.7% | +6.5% |
| YTD | +11.8% | +4.4% | +7.3% | +7.3% |
| 1Y | +18.3% | -0.9% | +19.2% | +16.2% |
| 3Y | +64.9% | -17.0% | +81.9% | +73.8% |
| 5Y | +52.4% | -23.7% | +76.0% | +62.6% |
| 10Y | +142.4% | +25.9% | +116.5% | +80.9% |
| All | +383.4% | +593.7% | -210.2% | +23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling