+100.0%
IT vs PPG
+26.9%
+73.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.4% | +4.8% | +5.0% |
| 7D | -3.7% | -6.2% | +2.6% | -0.5% |
| 30D | +0.1% | -7.9% | +8.0% | +4.2% |
| 3M | +20.7% | -10.2% | +30.9% | +26.7% |
| 6M | +12.0% | +2.7% | +9.3% | +8.3% |
| YTD | -28.8% | +4.9% | -33.7% | -32.9% |
| 1Y | -25.5% | -3.2% | -22.3% | -26.8% |
| 3Y | -48.8% | -17.0% | -31.8% | -46.3% |
| 5Y | -42.7% | -23.3% | -19.4% | -38.9% |
| All | +100.0% | +26.9% | +73.1% | +56.8% |
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