+290.1%
ETR vs PPG
+26.9%
+263.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -1.8% | -6.2% | +4.4% | +0.1% |
| 30D | -1.8% | -7.9% | +6.2% | +0.6% |
| 3M | -3.6% | -10.2% | +6.6% | -0.7% |
| 6M | +2.6% | +2.7% | 0.0% | +0.8% |
| YTD | +16.0% | +4.9% | +11.1% | +12.8% |
| 1Y | +20.1% | -3.2% | +23.3% | +19.5% |
| 3Y | +143.6% | -17.0% | +160.6% | +151.0% |
| 5Y | +124.4% | -23.3% | +147.7% | +132.4% |
| All | +290.1% | +26.9% | +263.2% | +218.1% |
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 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