+1,381.0%
NET vs PPG
+23.3%
+1,357.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.0% | -7.5% | -4.5% |
| 7D | -16.4% | +7.5% | -23.8% | -18.9% |
| 30D | -25.8% | +20.9% | -46.7% | -31.7% |
| 3M | -11.5% | +8.7% | -20.2% | -15.1% |
| 6M | +18.9% | +23.8% | -4.9% | +6.9% |
| YTD | +35.2% | +26.5% | +8.7% | +17.0% |
| 1Y | +14.5% | +37.6% | -23.1% | -5.3% |
| 3Y | +313.8% | +6.4% | +307.4% | +282.3% |
| 5Y | +32.6% | -13.3% | +45.9% | +25.1% |
| All | +1,381.0% | +23.3% | +1,357.7% | +1,229.5% |
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