-53.5%
S vs PPG
-29.8%
-23.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -0.7% | -6.2% | +5.6% | +2.8% |
| 30D | -11.4% | -7.9% | -3.5% | -7.5% |
| 3M | +33.8% | -10.2% | +44.0% | +40.8% |
| 6M | +39.5% | +2.7% | +36.8% | +33.6% |
| YTD | +31.7% | +4.9% | +26.8% | +22.1% |
| 1Y | +7.0% | -3.2% | +10.2% | +4.6% |
| 3Y | +11.8% | -17.0% | +28.8% | +18.7% |
| 5Y | -69.0% | -23.3% | -45.7% | -68.3% |
| All | -53.5% | -29.8% | -23.7% | -54.2% |
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