+143.4%
PEG vs PPG
+26.9%
+116.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.3% |
| 7D | -0.9% | -6.2% | +5.4% | +1.1% |
| 30D | -3.7% | -7.9% | +4.2% | -1.3% |
| 3M | -7.3% | -10.2% | +2.9% | -4.5% |
| 6M | -10.5% | +2.7% | -13.1% | -12.0% |
| YTD | -7.5% | +4.9% | -12.4% | -10.1% |
| 1Y | -8.7% | -3.2% | -5.5% | -9.2% |
| 3Y | +31.4% | -17.0% | +48.4% | +35.2% |
| 5Y | +37.8% | -23.3% | +61.1% | +42.6% |
| All | +143.4% | +26.9% | +116.5% | +100.7% |
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