+24.1%
PPG vs ALM
+2,589.2%
-2,565.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +6.9% | +0.6% |
| 7D | -6.2% | -11.8% | +5.6% | -5.9% |
| 30D | -7.9% | +7.8% | -15.7% | -8.3% |
| 3M | -10.2% | -9.3% | -1.0% | -10.2% |
| 6M | +2.7% | -30.5% | +33.1% | +3.1% |
| YTD | +4.9% | +75.8% | -70.9% | +2.7% |
| 1Y | -3.2% | +241.2% | -244.4% | -7.1% |
| 3Y | -17.0% | +1,872.6% | -1,889.6% | -25.1% |
| 5Y | -23.3% | +849.6% | -872.9% | -30.0% |
| All | +24.1% | +2,589.2% | -2,565.2% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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