+39.5%
PL vs PPG
-21.5%
+61.0%
-85.7%
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% | -0.8% |
| 7D | +10.0% | +0.7% | +9.3% | +9.7% |
| 30D | -2.3% | +17.6% | -19.8% | -12.5% |
| 3M | -44.2% | +7.5% | -51.7% | -47.0% |
| 6M | -66.1% | +17.6% | -83.7% | -70.1% |
| YTD | -30.0% | +22.6% | -52.5% | -41.7% |
| 1Y | +21.0% | +28.0% | -7.0% | -2.3% |
| 3Y | +516.5% | +1.8% | +514.7% | +489.3% |
| 5Y | +32.0% | -15.5% | +47.5% | +26.7% |
| All | +39.5% | -21.5% | +61.0% | +34.2% |
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