+169.7%
EXE vs PPG
-14.3%
+184.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -3.1% | -6.2% | +3.1% | -2.2% |
| 30D | -0.9% | -7.9% | +7.0% | +0.3% |
| 3M | +9.6% | -10.2% | +19.8% | +11.1% |
| 6M | -11.6% | +2.7% | -14.3% | -12.9% |
| YTD | -12.6% | +4.9% | -17.4% | -14.6% |
| 1Y | +1.2% | -3.2% | +4.4% | +0.5% |
| 3Y | +18.0% | -17.0% | +35.0% | +20.5% |
| 5Y | +101.1% | -23.3% | +124.4% | +100.0% |
| All | +169.7% | -14.3% | +184.0% | +177.0% |
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