+271.5%
RMD vs PPG
+26.9%
+244.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -4.4% | -6.2% | +1.8% | -2.1% |
| 30D | -3.1% | -7.9% | +4.8% | -0.1% |
| 3M | +13.8% | -10.2% | +24.0% | +18.1% |
| 6M | -8.6% | +2.7% | -11.2% | -10.2% |
| YTD | -8.6% | +4.9% | -13.5% | -11.3% |
| 1Y | -19.7% | -3.2% | -16.5% | -19.8% |
| 3Y | +48.4% | -17.0% | +65.4% | +55.1% |
| 5Y | -22.7% | -23.3% | +0.6% | -18.7% |
| All | +271.5% | +26.9% | +244.6% | +221.6% |
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