+24.1%
PPG vs ESI
+312.8%
-288.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | -6.2% | -4.6% | -1.6% | -4.4% |
| 30D | -7.9% | -10.5% | +2.6% | -3.8% |
| 3M | -10.2% | -19.8% | +9.6% | -2.8% |
| 6M | +2.7% | +5.8% | -3.1% | -2.8% |
| YTD | +4.9% | +38.3% | -33.4% | -12.4% |
| 1Y | -3.2% | +31.5% | -34.7% | -18.0% |
| 3Y | -17.0% | +80.7% | -97.7% | -40.8% |
| 5Y | -23.3% | +69.4% | -92.8% | -44.6% |
| All | +24.1% | +312.8% | -288.7% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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