+250.3%
PH vs PPG
-24.6%
+274.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.4% |
| 7D | -3.1% | -5.1% | +2.0% | -0.1% |
| 30D | -11.8% | -9.6% | -2.2% | -6.5% |
| 3M | +6.9% | -6.4% | +13.4% | +10.3% |
| 6M | -1.3% | +0.5% | -1.8% | -3.2% |
| YTD | +7.0% | +4.4% | +2.5% | +1.6% |
| 1Y | +23.1% | -0.9% | +24.0% | +20.5% |
| 3Y | +135.4% | -17.0% | +152.3% | +152.8% |
| 5Y | +250.3% | -23.7% | +274.0% | +287.8% |
| All | +250.3% | -24.6% | +274.9% | +287.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling