+24.1%
PPG vs IAG
+427.6%
-403.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.4% |
| 7D | -6.2% | -1.1% | -5.2% | -6.2% |
| 30D | -7.9% | +12.1% | -20.1% | -8.6% |
| 3M | -10.2% | +25.5% | -35.7% | -11.5% |
| 6M | +2.7% | -7.1% | +9.8% | +2.4% |
| YTD | +4.9% | +22.9% | -18.0% | +3.1% |
| 1Y | -3.2% | +83.3% | -86.5% | -6.8% |
| 3Y | -17.0% | +808.5% | -825.5% | -27.1% |
| 5Y | -23.3% | +838.0% | -861.3% | -34.3% |
| All | +24.1% | +427.6% | -403.5% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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