+86.2%
PR vs PPG
+23.8%
+62.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.9% |
| 7D | -0.8% | -3.7% | +2.9% | +0.8% |
| 30D | +11.3% | -7.2% | +18.5% | +14.9% |
| 3M | +24.1% | -7.3% | +31.4% | +26.3% |
| 6M | +25.4% | +0.3% | +25.1% | +20.4% |
| YTD | +71.2% | +6.5% | +64.7% | +57.9% |
| 1Y | +78.6% | +0.5% | +78.1% | +68.9% |
| 3Y | +85.2% | -15.3% | +100.5% | +88.1% |
| 5Y | +419.0% | -22.9% | +441.9% | +440.7% |
| 10Y | +86.2% | +28.4% | +57.9% | +57.9% |
| All | +86.2% | +23.8% | +62.4% | +57.9% |
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