-38.8%
PCOR vs PPG
-16.3%
-22.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.9% | -5.2% |
| 7D | -9.0% | -1.5% | -7.5% | -8.2% |
| 30D | +4.2% | -5.0% | +9.1% | +7.3% |
| 3M | +14.4% | +1.1% | +13.3% | +12.4% |
| 6M | +0.2% | -3.2% | +3.3% | -0.5% |
| YTD | -20.3% | +11.9% | -32.1% | -29.8% |
| 1Y | -16.1% | +5.3% | -21.5% | -23.1% |
| 3Y | -14.7% | -15.0% | +0.3% | -8.8% |
| All | -38.8% | -16.3% | -22.6% | -34.0% |
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 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