-14.4%
PCOR vs PPG
-22.7%
+8.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | +0.1% |
| 7D | +22.7% | +2.4% | +20.3% | +21.3% |
| 30D | +37.5% | +16.5% | +21.0% | +25.8% |
| 3M | +35.2% | +5.1% | +30.1% | +31.2% |
| 6M | +42.2% | +11.1% | +31.1% | +32.0% |
| YTD | +3.6% | +21.7% | -18.1% | -12.7% |
| 1Y | -4.8% | +32.0% | -36.7% | -24.6% |
| 3Y | +48.3% | +2.8% | +45.6% | +39.4% |
| 5Y | -20.1% | -16.5% | -3.5% | -17.9% |
| All | -14.4% | -22.7% | +8.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling