-9.0%
AUR vs PPG
+38.5%
-47.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.0% | -9.4% | -6.9% |
| 7D | -19.8% | +7.5% | -27.3% | -23.2% |
| 30D | -29.0% | +20.9% | -49.9% | -36.7% |
| 3M | -43.6% | +8.7% | -52.3% | -46.4% |
| 6M | -36.6% | +23.8% | -60.5% | -44.0% |
| YTD | +6.3% | +26.5% | -20.3% | -12.9% |
| 1Y | -9.0% | +37.6% | -46.6% | -30.7% |
| All | -9.0% | +38.5% | -47.5% | -30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling