+378.1%
PSX vs PPG
+26.9%
+351.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.2% |
| 7D | +1.7% | -6.2% | +8.0% | +4.8% |
| 30D | +15.6% | -7.9% | +23.6% | +20.1% |
| 3M | +46.5% | -10.2% | +56.7% | +52.5% |
| 6M | +55.0% | +2.7% | +52.3% | +47.6% |
| YTD | +105.3% | +4.9% | +100.4% | +92.0% |
| 1Y | +101.6% | -3.2% | +104.8% | +95.8% |
| 3Y | +134.1% | -17.0% | +151.1% | +142.8% |
| 5Y | +368.7% | -23.3% | +392.0% | +388.0% |
| All | +378.1% | +26.9% | +351.2% | +247.2% |
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