+348.7%
PPG vs BR
+1,278.7%
-930.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | -6.2% | -3.0% | -3.3% | -4.8% |
| 30D | -7.9% | -0.3% | -7.6% | -8.0% |
| 3M | -10.2% | +17.3% | -27.5% | -17.8% |
| 6M | +2.7% | -6.7% | +9.4% | +4.7% |
| YTD | +4.9% | -23.4% | +28.3% | +17.2% |
| 1Y | -3.2% | -32.7% | +29.5% | +15.7% |
| 3Y | -17.0% | -5.9% | -11.1% | -17.6% |
| 5Y | -23.3% | +8.4% | -31.8% | -30.3% |
| 10Y | +26.4% | +189.2% | -162.8% | -32.4% |
| All | +348.7% | +1,278.7% | -930.1% | +3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling