+1,537.1%
SOXX vs PPG
+26.9%
+1,510.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.4% | +1.6% |
| 7D | +1.4% | -6.2% | +7.6% | +5.4% |
| 30D | -3.6% | -7.9% | +4.4% | +1.3% |
| 3M | -10.2% | -10.2% | +0.1% | -4.7% |
| 6M | +54.2% | +2.7% | +51.6% | +49.9% |
| YTD | +75.2% | +4.9% | +70.3% | +66.7% |
| 1Y | +107.5% | -3.2% | +110.7% | +106.4% |
| 3Y | +226.8% | -17.0% | +243.8% | +252.8% |
| 5Y | +251.2% | -23.3% | +274.6% | +290.7% |
| All | +1,537.1% | +26.9% | +1,510.2% | +1,229.0% |
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