+109.7%
USB vs PPG
+26.8%
+82.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.2% |
| 7D | +1.4% | -1.5% | +2.9% | +2.3% |
| 30D | -1.3% | -5.0% | +3.6% | +1.6% |
| 3M | +15.2% | +1.1% | +14.1% | +13.5% |
| 6M | +18.8% | -3.2% | +22.0% | +18.9% |
| YTD | +21.0% | +11.9% | +9.1% | +10.1% |
| 1Y | +34.0% | +5.3% | +28.7% | +26.0% |
| 3Y | +95.3% | -15.0% | +110.3% | +107.6% |
| 5Y | +40.4% | -19.6% | +60.0% | +50.3% |
| All | +109.7% | +26.8% | +82.9% | +60.7% |
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