+196.2%
PAAS vs PPG
+53.9%
+142.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -8.9% | +0.7% | -9.7% | -9.1% |
| 30D | -11.4% | +17.6% | -29.0% | -16.0% |
| 3M | -20.4% | +7.5% | -27.9% | -22.3% |
| 6M | -40.7% | +17.6% | -58.3% | -43.8% |
| YTD | -26.9% | +22.6% | -49.5% | -31.5% |
| 1Y | -3.1% | +28.0% | -31.1% | -10.3% |
| 3Y | +199.3% | +1.8% | +197.5% | +192.8% |
| 5Y | +48.3% | -15.5% | +63.8% | +49.4% |
| All | +196.2% | +53.9% | +142.3% | +152.9% |
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