+22.0%
USB vs PPG
-16.6%
+38.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | 0.0% | +2.4% | -2.4% | -1.3% |
| 30D | +5.8% | +16.5% | -10.6% | -2.2% |
| 3M | -6.0% | +5.1% | -11.1% | -8.6% |
| 6M | +7.8% | +11.1% | -3.4% | +1.1% |
| YTD | +14.6% | +21.7% | -7.1% | +1.0% |
| 1Y | +31.8% | +32.0% | -0.2% | +10.9% |
| 3Y | +91.5% | +2.8% | +88.8% | +83.1% |
| All | +22.0% | -16.6% | +38.7% | +27.4% |
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