+273.7%
IR vs PPG
+17.4%
+256.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | -4.5% | -6.2% | +1.8% | -0.2% |
| 30D | -13.9% | -7.9% | -6.0% | -8.9% |
| 3M | -0.3% | -10.2% | +9.9% | +6.9% |
| 6M | -14.3% | +2.7% | -17.0% | -16.3% |
| YTD | -7.9% | +4.9% | -12.8% | -11.5% |
| 1Y | -9.9% | -3.2% | -6.7% | -8.9% |
| 3Y | +6.5% | -17.0% | +23.5% | +17.8% |
| 5Y | +34.0% | -23.3% | +57.4% | +52.9% |
| All | +273.7% | +17.4% | +256.3% | +199.4% |
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