+797.8%
PH vs PPG
+26.9%
+771.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.4% |
| 7D | -1.3% | -6.2% | +5.0% | +3.4% |
| 30D | -11.0% | -7.9% | -3.0% | -5.6% |
| 3M | +5.5% | -10.2% | +15.7% | +13.0% |
| 6M | +1.5% | +2.7% | -1.2% | -2.7% |
| YTD | +8.8% | +4.9% | +3.9% | +1.8% |
| 1Y | +24.5% | -3.2% | +27.7% | +23.1% |
| 3Y | +141.2% | -17.0% | +158.2% | +162.7% |
| 5Y | +256.3% | -23.3% | +279.6% | +301.1% |
| All | +797.8% | +26.9% | +771.0% | +561.5% |
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