+24.1%
PPG vs EAT
+374.9%
-350.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.6% |
| 7D | -6.2% | -7.7% | +1.5% | -4.8% |
| 30D | -7.9% | -13.6% | +5.6% | -5.4% |
| 3M | -10.2% | +33.9% | -44.1% | -15.7% |
| 6M | +2.7% | +47.2% | -44.5% | -6.0% |
| YTD | +4.9% | +48.1% | -43.2% | -4.4% |
| 1Y | -3.2% | +33.7% | -36.9% | -10.4% |
| 3Y | -17.0% | +595.8% | -612.8% | -47.5% |
| 5Y | -23.3% | +314.4% | -337.7% | -48.4% |
| All | +24.1% | +374.9% | -350.9% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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