-1.1%
PCOR vs PPG
+30.3%
-31.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.2% |
| 7D | +2.2% | -0.2% | +2.3% | +2.2% |
| 30D | +37.4% | +17.7% | +19.7% | +37.4% |
| 3M | +33.2% | +7.4% | +25.8% | +32.9% |
| 6M | +60.6% | +16.4% | +44.2% | +62.4% |
| YTD | +6.2% | +22.4% | -16.2% | +4.4% |
| 1Y | -1.1% | +28.6% | -29.7% | -4.6% |
| All | -1.1% | +30.3% | -31.3% | -4.6% |
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