-35.1%
AUR vs PPG
-24.1%
-11.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.2% |
| 7D | +1.4% | -6.2% | +7.7% | +7.3% |
| 30D | -6.4% | -7.9% | +1.5% | +0.8% |
| 3M | +7.7% | -10.2% | +17.9% | +18.2% |
| 6M | +44.5% | +2.7% | +41.8% | +38.3% |
| YTD | +67.4% | +4.9% | +62.6% | +55.0% |
| 1Y | +15.4% | -3.2% | +18.6% | +14.9% |
| 3Y | +94.8% | -17.0% | +111.8% | +127.9% |
| All | -35.1% | -24.1% | -11.1% | -27.7% |
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 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