+173.8%
ET vs PPG
+26.9%
+146.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -1.0% |
| 7D | +0.2% | -6.2% | +6.5% | +2.7% |
| 30D | +2.9% | -7.9% | +10.8% | +6.1% |
| 3M | +16.8% | -10.2% | +27.0% | +20.9% |
| 6M | +18.9% | +2.7% | +16.2% | +15.0% |
| YTD | +37.7% | +4.9% | +32.8% | +31.2% |
| 1Y | +32.4% | -3.2% | +35.6% | +30.2% |
| 3Y | +99.5% | -17.0% | +116.5% | +105.0% |
| 5Y | +244.0% | -23.3% | +267.3% | +254.2% |
| All | +173.8% | +26.9% | +146.9% | +106.6% |
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