+649.0%
P vs PPG
+53.6%
+595.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.1% | +5.5% | +4.5% |
| 7D | +17.8% | -0.2% | +18.0% | +17.9% |
| 30D | -29.9% | +17.7% | -47.6% | -36.0% |
| 3M | -1.2% | +7.4% | -8.6% | -5.6% |
| 6M | +32.1% | +16.4% | +15.7% | +19.7% |
| YTD | +64.3% | +22.4% | +41.9% | +42.3% |
| 1Y | +24.3% | +28.6% | -4.3% | +4.2% |
| 3Y | +203.2% | +2.0% | +201.2% | +184.2% |
| 5Y | +290.4% | -15.6% | +306.1% | +298.7% |
| All | +649.0% | +53.6% | +595.3% | +411.0% |
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