+24.1%
PPG vs SBAC
+87.1%
-63.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.2% |
| 7D | -6.2% | -2.1% | -4.2% | -5.7% |
| 30D | -7.9% | +2.0% | -9.9% | -8.5% |
| 3M | -10.2% | -8.3% | -1.9% | -8.3% |
| 6M | +2.7% | +0.3% | +2.3% | +1.2% |
| YTD | +4.9% | -2.2% | +7.1% | +4.0% |
| 1Y | -3.2% | -4.6% | +1.4% | -3.3% |
| 3Y | -17.0% | -8.3% | -8.7% | -17.7% |
| 5Y | -23.3% | -42.8% | +19.5% | -12.3% |
| All | +24.1% | +87.1% | -63.1% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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