+24.1%
PPG vs SPY
+322.5%
-298.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -0.4% |
| 7D | -6.2% | -0.8% | -5.5% | -5.5% |
| 30D | -7.9% | -1.1% | -6.9% | -7.0% |
| 3M | -10.2% | +3.9% | -14.1% | -13.4% |
| 6M | +2.7% | +13.6% | -10.9% | -9.1% |
| YTD | +4.9% | +12.7% | -7.8% | -6.4% |
| 1Y | -3.2% | +17.5% | -20.7% | -17.3% |
| 3Y | -17.0% | +76.9% | -93.9% | -53.0% |
| 5Y | -23.3% | +83.6% | -106.9% | -58.0% |
| All | +24.1% | +322.5% | -298.4% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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