-23.1%
PPG vs BR
+8.0%
-31.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | -6.2% | -3.0% | -3.3% | -5.0% |
| 30D | -7.9% | -0.3% | -7.6% | -8.0% |
| 3M | -10.2% | +17.3% | -27.5% | -17.2% |
| 6M | +2.7% | -6.7% | +9.4% | +5.2% |
| YTD | +4.9% | -23.4% | +28.3% | +18.8% |
| 1Y | -3.2% | -32.7% | +29.5% | +18.1% |
| 3Y | -17.0% | -5.9% | -11.1% | -18.1% |
| All | -23.1% | +8.0% | -31.1% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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