+67.2%
F vs PPG
+53.6%
+13.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -1.4% |
| 7D | -3.9% | -0.2% | -3.7% | -3.8% |
| 30D | -0.5% | +17.7% | -18.2% | -11.2% |
| 3M | -12.9% | +7.4% | -20.3% | -17.2% |
| 6M | +1.5% | +16.4% | -14.9% | -9.7% |
| YTD | -5.0% | +22.4% | -27.4% | -19.7% |
| 1Y | -7.3% | +28.6% | -35.9% | -24.5% |
| 3Y | +45.3% | +2.0% | +43.3% | +37.3% |
| 5Y | -15.8% | -15.6% | -0.1% | -10.0% |
| All | +67.2% | +53.6% | +13.5% | +8.8% |
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