+2.7%
PPG vs ITOT
+13.5%
-10.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.8% |
| 7D | -6.2% | -0.9% | -5.3% | -5.0% |
| 30D | -7.9% | -1.5% | -6.5% | -6.0% |
| 3M | -10.2% | +3.6% | -13.8% | -14.4% |
| 6M | +2.7% | +13.7% | -11.0% | -16.1% |
| All | +2.7% | +13.5% | -10.9% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 6mo: compounded portfolio wealth divided by compounded ITOT 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…
6mo analysis · Full analysis span regression · 6 months rolling