+503.6%
PPG vs ITOT
+887.7%
-384.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.5% |
| 7D | -6.2% | -0.9% | -5.3% | -5.3% |
| 30D | -7.9% | -1.5% | -6.5% | -6.5% |
| 3M | -10.2% | +3.6% | -13.8% | -13.4% |
| 6M | +2.7% | +13.7% | -11.0% | -10.0% |
| YTD | +4.9% | +12.9% | -8.0% | -7.4% |
| 1Y | -3.2% | +17.2% | -20.4% | -18.0% |
| 3Y | -17.0% | +75.6% | -92.6% | -54.5% |
| 5Y | -23.3% | +75.5% | -98.8% | -57.9% |
| 10Y | +26.4% | +302.0% | -275.6% | -72.3% |
| All | +503.6% | +887.7% | -384.0% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling