+363.0%
NDAQ vs PPG
+26.9%
+336.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -5.6% | -6.2% | +0.7% | -3.2% |
| 30D | -4.4% | -7.9% | +3.6% | -1.3% |
| 3M | +5.9% | -10.2% | +16.1% | +10.0% |
| 6M | +7.7% | +2.7% | +5.1% | +5.3% |
| YTD | -5.2% | +4.9% | -10.0% | -8.9% |
| 1Y | -3.4% | -3.2% | -0.2% | -4.2% |
| 3Y | +85.6% | -17.0% | +102.6% | +92.9% |
| 5Y | +49.5% | -23.3% | +72.8% | +57.1% |
| All | +363.0% | +26.9% | +336.2% | +276.4% |
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