+681.1%
P vs PPG
+26.9%
+654.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.1% |
| 7D | -1.3% | -6.2% | +4.9% | +2.1% |
| 30D | -11.9% | -7.9% | -3.9% | -8.0% |
| 3M | +41.6% | -10.2% | +51.8% | +48.8% |
| 6M | +58.1% | +2.7% | +55.5% | +52.9% |
| YTD | +46.5% | +4.9% | +41.6% | +38.8% |
| 1Y | +19.1% | -3.2% | +22.3% | +17.2% |
| 3Y | +150.6% | -17.0% | +167.6% | +164.2% |
| 5Y | +271.8% | -23.3% | +295.1% | +299.5% |
| All | +681.1% | +26.9% | +654.2% | +490.4% |
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