+313.6%
IVV vs PPG
+26.3%
+287.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.2% |
| 7D | -2.0% | -5.1% | +3.1% | +0.1% |
| 30D | -1.6% | -9.6% | +7.9% | +2.5% |
| 3M | +4.8% | -6.4% | +11.2% | +7.1% |
| 6M | +12.6% | +0.5% | +12.1% | +10.9% |
| YTD | +11.8% | +4.4% | +7.3% | +7.6% |
| 1Y | +17.6% | -0.9% | +18.5% | +15.4% |
| 3Y | +77.0% | -17.0% | +94.0% | +84.5% |
| 5Y | +82.6% | -23.7% | +106.2% | +92.9% |
| All | +313.6% | +26.3% | +287.3% | +235.1% |
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