-13.1%
PCOR vs PPG
-20.8%
+7.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +0.1% |
| 7D | +22.2% | +0.3% | +21.9% | +22.2% |
| 30D | +36.0% | +20.5% | +15.5% | +22.0% |
| 3M | +34.0% | +5.3% | +28.7% | +29.8% |
| 6M | +43.5% | +15.8% | +27.7% | +30.0% |
| YTD | +5.1% | +24.6% | -19.5% | -12.7% |
| 1Y | -3.9% | +33.6% | -37.5% | -24.4% |
| 3Y | +52.9% | +5.0% | +47.9% | +41.8% |
| 5Y | -18.7% | -14.0% | -4.7% | -17.8% |
| All | -13.1% | -20.8% | +7.7% | -22.0% |
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