+424.6%
ETSY vs PPG
+26.9%
+397.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | -4.9% | -6.2% | +1.3% | -1.3% |
| 30D | -8.6% | -7.9% | -0.7% | -4.4% |
| 3M | +4.8% | -10.2% | +15.0% | +10.8% |
| 6M | +38.1% | +2.7% | +35.4% | +33.2% |
| YTD | +31.2% | +4.9% | +26.4% | +23.7% |
| 1Y | +22.1% | -3.2% | +25.3% | +20.9% |
| 3Y | +12.2% | -17.0% | +29.2% | +20.8% |
| 5Y | -66.5% | -23.3% | -43.1% | -62.9% |
| All | +424.6% | +26.9% | +397.7% | +324.0% |
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