+23.5%
PPG vs CAPR
-78.6%
+102.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +2.0% | -1.9% |
| 7D | -5.1% | -10.6% | +5.4% | -5.0% |
| 30D | -9.6% | +111.2% | -120.8% | -10.7% |
| 3M | -6.4% | -67.2% | +60.8% | -5.9% |
| 6M | +0.5% | -75.1% | +75.7% | +1.4% |
| YTD | +4.4% | -71.2% | +75.7% | +5.0% |
| 1Y | -0.9% | +31.1% | -32.0% | -5.7% |
| 3Y | -17.0% | +31.3% | -48.3% | -23.2% |
| 5Y | -23.7% | +69.4% | -93.0% | -30.6% |
| All | +23.5% | -78.6% | +102.1% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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