+54.5%
PPG vs M
-7.1%
+61.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | +0.7% | +7.0% | -6.3% | -0.6% |
| 30D | +17.6% | +8.9% | +8.7% | +15.5% |
| 3M | +7.5% | +4.5% | +3.0% | +6.3% |
| 6M | +17.6% | +36.2% | -18.6% | +10.3% |
| YTD | +22.6% | +15.1% | +7.4% | +18.2% |
| 1Y | +28.0% | +27.4% | +0.6% | +20.9% |
| 3Y | +1.8% | +160.1% | -158.4% | -19.8% |
| 5Y | -15.5% | -1.6% | -13.9% | -23.6% |
| All | +54.5% | -7.1% | +61.6% | +8.3% |
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