+83.7%
USB vs PPG
+56.4%
+27.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.4% | +3.2% | -1.8% | -0.5% |
| 30D | +6.4% | +20.4% | -14.0% | -5.0% |
| 3M | -4.5% | +8.4% | -12.9% | -9.4% |
| 6M | +11.4% | +15.6% | -4.3% | +0.7% |
| YTD | +17.1% | +24.4% | -7.3% | -0.6% |
| 1Y | +32.6% | +32.9% | -0.3% | +7.9% |
| 3Y | +101.8% | +3.7% | +98.1% | +89.3% |
| 5Y | +25.1% | -13.7% | +38.8% | +29.0% |
| All | +83.7% | +56.4% | +27.4% | +28.3% |
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