+23.5%
PPG vs LII
+170.6%
-147.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.1% | -1.6% |
| 7D | -5.1% | -3.5% | -1.7% | -3.5% |
| 30D | -9.6% | -13.5% | +3.9% | -3.0% |
| 3M | -6.4% | -26.0% | +19.6% | +6.9% |
| 6M | +0.5% | -26.8% | +27.3% | +14.9% |
| YTD | +4.4% | -22.9% | +27.3% | +16.1% |
| 1Y | -0.9% | -32.6% | +31.7% | +17.2% |
| 3Y | -17.0% | -1.3% | -15.7% | -22.3% |
| 5Y | -23.7% | +23.1% | -46.7% | -38.5% |
| All | +23.5% | +170.6% | -147.1% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LII 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling