+1,258.4%
NET vs PPG
+19.4%
+1,238.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.1% | -5.1% | -7.1% |
| 7D | -21.2% | +2.7% | -23.9% | -22.2% |
| 30D | -31.1% | +15.7% | -46.9% | -35.4% |
| 3M | -16.5% | +4.1% | -20.7% | -18.4% |
| 6M | 0.0% | +17.3% | -17.3% | -8.1% |
| YTD | +24.0% | +22.5% | +1.5% | +8.8% |
| 1Y | +7.0% | +31.4% | -24.4% | -9.6% |
| 3Y | +279.6% | +3.1% | +276.5% | +255.3% |
| 5Y | +24.0% | -15.9% | +39.9% | +18.6% |
| All | +1,258.4% | +19.4% | +1,238.9% | +1,135.7% |
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