+89.2%
USB vs PPG
+63.3%
+25.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +1.1% |
| 7D | +0.8% | +0.3% | +0.4% | +0.5% |
| 30D | +6.8% | +20.5% | -13.8% | -4.8% |
| 3M | -3.8% | +5.3% | -9.1% | -7.2% |
| 6M | +11.7% | +15.8% | -4.0% | +0.9% |
| YTD | +17.5% | +24.6% | -7.1% | -0.3% |
| 1Y | +33.8% | +33.6% | +0.2% | +8.5% |
| 3Y | +104.2% | +5.0% | +99.2% | +90.0% |
| 5Y | +26.4% | -14.0% | +40.4% | +30.6% |
| 10Y | +89.2% | +58.2% | +31.0% | +31.8% |
| All | +89.2% | +63.3% | +25.9% | +31.8% |
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