+513.6%
EWT vs PPG
+26.9%
+486.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | -1.1% | -6.2% | +5.1% | +1.3% |
| 30D | +4.5% | -7.9% | +12.4% | +7.8% |
| 3M | +8.3% | -10.2% | +18.5% | +12.5% |
| 6M | +54.2% | +2.7% | +51.6% | +51.9% |
| YTD | +74.6% | +4.9% | +69.7% | +69.9% |
| 1Y | +84.9% | -3.2% | +88.1% | +85.0% |
| 3Y | +197.5% | -17.0% | +214.5% | +211.3% |
| 5Y | +150.6% | -23.3% | +173.9% | +164.1% |
| All | +513.6% | +26.9% | +486.7% | +418.2% |
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 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