+8,026.5%
USB vs PPG
+3,035.7%
+4,990.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -0.4% |
| 7D | -1.5% | +2.7% | -4.2% | -3.0% |
| 30D | +4.3% | +15.7% | -11.4% | -3.7% |
| 3M | -6.1% | +4.1% | -10.2% | -8.5% |
| 6M | +9.4% | +17.3% | -7.9% | -0.7% |
| YTD | +15.2% | +22.5% | -7.4% | +0.9% |
| 1Y | +32.8% | +31.4% | +1.3% | +11.9% |
| 3Y | +91.3% | +3.1% | +88.2% | +81.7% |
| 5Y | +22.7% | -15.9% | +38.6% | +27.2% |
| 10Y | +97.0% | +60.5% | +36.5% | +43.3% |
| All | +8,026.5% | +3,035.7% | +4,990.8% | +1,981.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling