-22.0%
PPG vs LTH
+150.5%
-172.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -6.2% | -4.0% | -2.2% | -5.4% |
| 30D | -7.9% | -5.3% | -2.6% | -6.8% |
| 3M | -10.2% | +19.0% | -29.2% | -13.8% |
| 6M | +2.7% | +55.8% | -53.1% | -7.5% |
| YTD | +4.9% | +56.1% | -51.3% | -5.7% |
| 1Y | -3.2% | +41.3% | -44.4% | -11.2% |
| 3Y | -17.0% | +156.6% | -173.6% | -34.9% |
| All | -22.0% | +150.5% | -172.5% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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