-35.7%
U vs PPG
-7.4%
-28.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.4% | +4.1% | +4.2% |
| 7D | +5.5% | -6.2% | +11.8% | +10.9% |
| 30D | -1.3% | -7.9% | +6.7% | +5.2% |
| 3M | +64.6% | -10.2% | +74.8% | +77.4% |
| 6M | +119.4% | +2.7% | +116.7% | +107.4% |
| YTD | -0.5% | +4.9% | -5.4% | -10.0% |
| 1Y | +1.3% | -3.2% | +4.5% | -2.1% |
| 3Y | +15.6% | -17.0% | +32.6% | +28.7% |
| 5Y | -67.5% | -23.3% | -44.1% | -65.6% |
| All | -35.7% | -7.4% | -28.2% | -33.5% |
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