+102.9%
USB vs PPG
+4.6%
+98.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | -0.5% | -1.2% | +0.7% | 0.0% |
| 30D | +5.7% | +21.2% | -15.5% | -3.4% |
| 3M | -4.7% | +8.2% | -12.9% | -8.3% |
| 6M | +13.4% | +17.2% | -3.8% | +4.3% |
| YTD | +17.0% | +25.0% | -8.0% | +2.2% |
| 1Y | +32.4% | +33.5% | -1.1% | +11.1% |
| All | +102.9% | +4.6% | +98.2% | +90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling