+70.3%
T vs PPG
+26.9%
+43.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | +1.5% | -6.2% | +7.7% | +3.2% |
| 30D | +7.5% | -7.9% | +15.4% | +9.8% |
| 3M | +14.8% | -10.2% | +25.0% | +17.8% |
| 6M | -1.7% | +2.7% | -4.4% | -3.3% |
| YTD | +8.7% | +4.9% | +3.8% | +6.1% |
| 1Y | -7.5% | -3.2% | -4.3% | -7.8% |
| 3Y | +110.2% | -17.0% | +127.2% | +115.8% |
| 5Y | +71.6% | -23.3% | +95.0% | +76.9% |
| All | +70.3% | +26.9% | +43.4% | +44.2% |
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