+420.8%
RSG vs PPG
+26.9%
+394.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.6% |
| 7D | 0.0% | -6.2% | +6.3% | +1.8% |
| 30D | +4.0% | -7.9% | +11.9% | +6.3% |
| 3M | +7.4% | -10.2% | +17.6% | +10.2% |
| 6M | +0.1% | +2.7% | -2.6% | -2.0% |
| YTD | +6.0% | +4.9% | +1.1% | +2.6% |
| 1Y | -3.0% | -3.2% | +0.2% | -3.8% |
| 3Y | +56.5% | -17.0% | +73.5% | +60.0% |
| 5Y | +90.9% | -23.3% | +114.3% | +96.6% |
| All | +420.8% | +26.9% | +394.0% | +326.9% |
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