+62.1%
SPG vs PPG
+26.9%
+35.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | -0.2% |
| 7D | -1.2% | -6.2% | +5.1% | +2.9% |
| 30D | -6.1% | -7.9% | +1.8% | -1.2% |
| 3M | -3.6% | -10.2% | +6.6% | +2.3% |
| 6M | +10.4% | +2.7% | +7.8% | +6.0% |
| YTD | +14.4% | +4.9% | +9.5% | +7.2% |
| 1Y | +16.5% | -3.2% | +19.7% | +14.7% |
| 3Y | +106.8% | -17.0% | +123.8% | +121.4% |
| 5Y | +108.9% | -23.3% | +132.2% | +129.6% |
| All | +62.1% | +26.9% | +35.2% | +22.0% |
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