+44.1%
PL vs PPG
-20.3%
+64.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +5.6% | +3.2% | +2.4% | +3.5% |
| 30D | -16.9% | +20.4% | -37.3% | -26.8% |
| 3M | -38.2% | +8.4% | -46.6% | -41.7% |
| 6M | -63.4% | +15.6% | -79.1% | -67.4% |
| YTD | -27.6% | +24.4% | -52.1% | -40.3% |
| 1Y | +6.6% | +32.9% | -26.3% | -16.3% |
| 3Y | +557.6% | +3.7% | +553.9% | +521.2% |
| 5Y | +39.5% | -13.7% | +53.2% | +32.5% |
| All | +44.1% | -20.3% | +64.4% | +37.3% |
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