+760.2%
IVV vs PPG
+757.7%
+2.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +2.6% | +0.7% | +1.8% | +2.2% |
| 30D | -2.0% | +17.6% | -19.6% | -9.5% |
| 3M | -2.8% | +7.5% | -10.2% | -6.4% |
| 6M | +2.2% | +17.6% | -15.5% | -6.6% |
| YTD | +11.5% | +22.6% | -11.0% | -1.2% |
| 1Y | +13.5% | +28.0% | -14.5% | -1.7% |
| 3Y | +78.1% | +1.8% | +76.3% | +68.7% |
| 5Y | +73.1% | -15.5% | +88.6% | +75.1% |
| 10Y | +310.4% | +54.9% | +255.5% | +189.3% |
| All | +760.2% | +757.7% | +2.4% | +132.4% |
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 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