+39.7%
EFX vs PPG
+26.9%
+12.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.4% |
| 7D | -4.5% | -6.2% | +1.7% | -1.6% |
| 30D | -6.1% | -7.9% | +1.9% | -2.4% |
| 3M | +6.2% | -10.2% | +16.4% | +11.6% |
| 6M | -11.2% | +2.7% | -13.9% | -13.2% |
| YTD | -21.4% | +4.9% | -26.3% | -24.6% |
| 1Y | -34.3% | -3.2% | -31.1% | -34.6% |
| 3Y | -12.5% | -17.0% | +4.5% | -6.9% |
| 5Y | -35.6% | -23.3% | -12.2% | -30.4% |
| All | +39.7% | +26.9% | +12.8% | +22.4% |
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