+24.1%
PPG vs BRKR
+155.3%
-131.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | -6.2% | -8.7% | +2.4% | -3.7% |
| 30D | -7.9% | -9.9% | +1.9% | -5.3% |
| 3M | -10.2% | -3.1% | -7.1% | -11.4% |
| 6M | +2.7% | +45.5% | -42.8% | -12.3% |
| YTD | +4.9% | +13.7% | -8.8% | -3.9% |
| 1Y | -3.2% | +67.4% | -70.6% | -22.7% |
| 3Y | -17.0% | -13.2% | -3.8% | -22.3% |
| 5Y | -23.3% | -39.5% | +16.1% | -20.5% |
| All | +24.1% | +155.3% | -131.3% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 10y: compounded portfolio wealth divided by compounded BRKR 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…
10y analysis · Full analysis span regression · 6 months rolling