+166.4%
IWM vs PPG
+26.9%
+139.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -2.4% | -6.2% | +3.8% | +1.0% |
| 30D | -4.6% | -7.9% | +3.4% | -0.3% |
| 3M | -0.3% | -10.2% | +9.9% | +5.0% |
| 6M | +14.7% | +2.7% | +12.1% | +11.5% |
| YTD | +17.8% | +4.9% | +13.0% | +12.4% |
| 1Y | +21.2% | -3.2% | +24.4% | +20.5% |
| 3Y | +62.3% | -17.0% | +79.3% | +73.6% |
| 5Y | +38.7% | -23.3% | +62.1% | +51.1% |
| All | +166.4% | +26.9% | +139.5% | +110.5% |
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