+70.3%
PR vs PPG
+57.0%
+13.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | -9.5% | +3.2% | -12.7% | -11.0% |
| 30D | -5.7% | +20.4% | -26.1% | -13.9% |
| 3M | +3.0% | +8.4% | -5.4% | -1.7% |
| 6M | +11.8% | +15.6% | -3.8% | +1.3% |
| YTD | +58.5% | +24.4% | +34.1% | +34.9% |
| 1Y | +69.9% | +32.9% | +37.0% | +39.1% |
| 3Y | +84.9% | +3.7% | +81.2% | +69.9% |
| 5Y | +246.4% | -13.7% | +260.2% | +244.9% |
| 10Y | +70.3% | +55.5% | +14.8% | +36.7% |
| All | +70.3% | +57.0% | +13.3% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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