+24.4%
USB vs PPG
-13.2%
+37.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | -0.5% | -1.2% | +0.7% | +0.1% |
| 30D | +5.7% | +21.2% | -15.5% | -4.2% |
| 3M | -4.7% | +8.2% | -12.9% | -8.7% |
| 6M | +13.4% | +17.2% | -3.8% | +3.6% |
| YTD | +17.0% | +25.0% | -8.0% | +1.7% |
| 1Y | +32.4% | +33.5% | -1.1% | +10.8% |
| 3Y | +101.7% | +4.2% | +97.5% | +91.7% |
| 5Y | +24.4% | -12.7% | +37.1% | +26.4% |
| All | +24.4% | -13.2% | +37.6% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling