-22.1%
PPG vs CAPR
+72.8%
-94.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -2.3% |
| 7D | -3.7% | -12.6% | +8.9% | -3.6% |
| 30D | -7.2% | +124.4% | -131.6% | -7.9% |
| 3M | -7.3% | -66.8% | +59.4% | -7.0% |
| 6M | +0.3% | -71.8% | +72.1% | +0.7% |
| YTD | +6.5% | -70.1% | +76.6% | +6.9% |
| 1Y | +0.5% | +33.3% | -32.8% | -3.0% |
| 3Y | -15.3% | +36.7% | -52.0% | -23.1% |
| All | -22.1% | +72.8% | -94.9% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling