-36.2%
PCOR vs PPG
-30.7%
-5.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -1.7% |
| 7D | -6.9% | 0.0% | -6.9% | -7.0% |
| 30D | -1.5% | -7.8% | +6.2% | +3.1% |
| 3M | +18.5% | -2.2% | +20.7% | +18.9% |
| 6M | -4.7% | +4.1% | -8.8% | -9.8% |
| YTD | -22.8% | +9.1% | -31.8% | -30.6% |
| 1Y | -20.7% | +1.0% | -21.7% | -25.0% |
| 3Y | -14.6% | -13.3% | -1.3% | -10.5% |
| 5Y | -40.7% | -19.2% | -21.5% | -36.4% |
| All | -36.2% | -30.7% | -5.5% | -38.0% |
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