+91.7%
USB vs PPG
+57.1%
+34.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | 0.0% | +2.4% | -2.4% | -1.5% |
| 30D | +5.8% | +16.5% | -10.6% | -3.7% |
| 3M | -6.0% | +5.1% | -11.1% | -9.2% |
| 6M | +7.8% | +11.1% | -3.4% | -0.2% |
| YTD | +14.6% | +21.7% | -7.1% | -1.4% |
| 1Y | +31.8% | +32.0% | -0.2% | +7.6% |
| 3Y | +91.5% | +2.8% | +88.8% | +80.4% |
| 5Y | +22.0% | -16.5% | +38.6% | +28.5% |
| All | +91.7% | +57.1% | +34.7% | +34.8% |
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