+403.6%
PPG vs CAPR
-99.1%
+502.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.6% |
| 7D | -1.5% | -2.0% | +0.5% | -1.5% |
| 30D | -5.0% | +139.2% | -144.1% | -5.9% |
| 3M | +1.1% | -66.4% | +67.5% | +1.5% |
| 6M | -3.2% | -63.1% | +60.0% | -3.0% |
| YTD | +11.9% | -67.4% | +79.3% | +12.2% |
| 1Y | +5.3% | +58.2% | -52.9% | +1.5% |
| 3Y | -15.0% | +42.2% | -57.2% | -19.2% |
| 5Y | -19.6% | +87.3% | -106.9% | -24.2% |
| 10Y | +27.0% | -75.3% | +102.3% | +16.0% |
| All | +403.6% | -99.1% | +502.7% | +353.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling