+24.1%
PPG vs M
-3.0%
+27.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.7% | -7.3% | -1.1% |
| 7D | -6.2% | -4.2% | -2.0% | -5.5% |
| 30D | -7.9% | -7.2% | -0.8% | -6.7% |
| 3M | -10.2% | -11.1% | +0.9% | -8.3% |
| 6M | +2.7% | +28.8% | -26.1% | -2.6% |
| YTD | +4.9% | +2.0% | +2.8% | +3.7% |
| 1Y | -3.2% | +31.3% | -34.4% | -9.1% |
| 3Y | -17.0% | +119.1% | -136.1% | -32.4% |
| 5Y | -23.3% | +29.7% | -53.0% | -34.2% |
| All | +24.1% | -3.0% | +27.1% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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