+78.8%
IVV vs PPG
-13.4%
+92.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.2% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | -1.0% | -7.8% | +6.8% | +1.5% |
| 3M | +3.9% | -2.2% | +6.0% | +4.1% |
| 6M | +14.5% | +4.1% | +10.4% | +11.9% |
| YTD | +12.9% | +9.1% | +3.8% | +7.8% |
| 1Y | +19.4% | +1.0% | +18.4% | +17.2% |
| 3Y | +78.8% | -13.3% | +92.1% | +76.9% |
| All | +78.8% | -13.4% | +92.2% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling