+155.2%
W vs PPG
+26.9%
+128.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.7% |
| 7D | -0.9% | -6.2% | +5.4% | +6.2% |
| 30D | -4.2% | -7.9% | +3.7% | +4.8% |
| 3M | +26.9% | -10.2% | +37.1% | +43.9% |
| 6M | +31.2% | +2.7% | +28.6% | +28.5% |
| YTD | -1.8% | +4.9% | -6.7% | -8.3% |
| 1Y | +9.3% | -3.2% | +12.5% | +11.4% |
| 3Y | +33.2% | -17.0% | +50.2% | +68.1% |
| 5Y | -62.4% | -23.3% | -39.1% | -47.1% |
| All | +155.2% | +26.9% | +128.3% | +103.7% |
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