+1,471.7%
ET vs PPG
+486.2%
+985.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.8% |
| 7D | +0.6% | -3.7% | +4.4% | +2.3% |
| 30D | +5.3% | -7.2% | +12.5% | +8.8% |
| 3M | +15.6% | -7.3% | +23.0% | +18.5% |
| 6M | +20.6% | +0.3% | +20.4% | +17.6% |
| YTD | +38.5% | +6.5% | +32.0% | +30.5% |
| 1Y | +35.7% | +0.5% | +35.2% | +30.8% |
| 3Y | +98.4% | -15.3% | +113.6% | +101.8% |
| 5Y | +245.3% | -22.9% | +268.2% | +253.2% |
| 10Y | +173.7% | +28.4% | +145.4% | +107.1% |
| All | +1,471.7% | +486.2% | +985.6% | +479.2% |
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