+153.1%
SO vs PPG
+26.9%
+126.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -1.1% | -6.2% | +5.2% | +0.4% |
| 30D | -5.0% | -7.9% | +2.9% | -3.2% |
| 3M | -5.8% | -10.2% | +4.5% | -3.6% |
| 6M | -7.9% | +2.7% | -10.6% | -9.3% |
| YTD | +2.4% | +4.9% | -2.5% | 0.0% |
| 1Y | -2.3% | -3.2% | +0.9% | -2.8% |
| 3Y | +41.9% | -17.0% | +58.9% | +45.4% |
| 5Y | +58.1% | -23.3% | +81.4% | +62.5% |
| All | +153.1% | +26.9% | +126.2% | +114.7% |
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