+425.5%
PPG vs EFV
+255.9%
+169.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.5% |
| 7D | -6.2% | -0.8% | -5.4% | -5.6% |
| 30D | -7.9% | +0.6% | -8.6% | -8.4% |
| 3M | -10.2% | +7.5% | -17.8% | -15.6% |
| 6M | +2.7% | +13.0% | -10.4% | -7.2% |
| YTD | +4.9% | +18.3% | -13.4% | -8.8% |
| 1Y | -3.2% | +26.7% | -29.9% | -20.6% |
| 3Y | -17.0% | +89.6% | -106.6% | -51.7% |
| 5Y | -23.3% | +98.2% | -121.5% | -56.6% |
| 10Y | +26.4% | +167.4% | -141.0% | -44.2% |
| All | +425.5% | +255.9% | +169.6% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 all: compounded portfolio wealth divided by compounded EFV 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…
all analysis · Full analysis span regression · 6 months rolling