+24.1%
PPG vs SM
+23.0%
+1.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -6.2% | +4.6% | -10.8% | -6.6% |
| 30D | -7.9% | +18.2% | -26.2% | -9.2% |
| 3M | -10.2% | +22.5% | -32.7% | -12.0% |
| 6M | +2.7% | +50.6% | -47.9% | -1.8% |
| YTD | +4.9% | +108.1% | -103.2% | -2.7% |
| 1Y | -3.2% | +46.0% | -49.2% | -7.6% |
| 3Y | -17.0% | +2.9% | -19.9% | -19.8% |
| 5Y | -23.3% | +112.6% | -135.9% | -31.6% |
| All | +24.1% | +23.0% | +1.1% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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