+161.6%
KEY vs PPG
+26.3%
+135.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +1.5% |
| 7D | -1.8% | -5.1% | +3.4% | +2.2% |
| 30D | -3.3% | -9.6% | +6.3% | +4.3% |
| 3M | -0.2% | -6.4% | +6.2% | +3.8% |
| 6M | +12.1% | +0.5% | +11.6% | +8.6% |
| YTD | +8.4% | +4.4% | +4.0% | +0.7% |
| 1Y | +17.6% | -0.9% | +18.6% | +13.3% |
| 3Y | +123.3% | -17.0% | +140.3% | +144.3% |
| 5Y | +39.5% | -23.7% | +63.2% | +59.7% |
| All | +161.6% | +26.3% | +135.3% | +96.4% |
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 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