+776.1%
IVV vs PPG
+682.9%
+93.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.2% |
| 7D | +0.1% | -1.5% | +1.6% | +0.8% |
| 30D | +0.1% | -5.0% | +5.0% | +2.4% |
| 3M | +2.0% | +1.1% | +0.9% | +0.7% |
| 6M | +13.0% | -3.2% | +16.2% | +13.1% |
| YTD | +13.6% | +11.9% | +1.7% | +5.4% |
| 1Y | +20.1% | +5.3% | +14.8% | +14.3% |
| 3Y | +77.6% | -15.0% | +92.6% | +83.9% |
| 5Y | +82.5% | -19.6% | +102.1% | +89.2% |
| 10Y | +316.5% | +27.0% | +289.5% | +223.9% |
| All | +776.1% | +682.9% | +93.2% | +148.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling