+1,449.6%
NET vs PPG
+9.0%
+1,440.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.6% |
| 7D | -7.0% | -1.5% | -5.5% | -6.4% |
| 30D | -4.8% | -5.0% | +0.2% | -2.8% |
| 3M | +3.8% | +1.1% | +2.7% | +2.5% |
| 6M | +50.0% | -3.2% | +53.2% | +49.2% |
| YTD | +41.5% | +11.9% | +29.6% | +29.6% |
| 1Y | +32.8% | +5.3% | +27.5% | +24.9% |
| 3Y | +335.9% | -15.0% | +350.9% | +348.4% |
| 5Y | +113.8% | -19.6% | +133.4% | +112.6% |
| All | +1,449.6% | +9.0% | +1,440.5% | +1,372.0% |
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