+451.7%
PPG vs CAPR
-99.0%
+550.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.9% | +7.1% | +0.2% |
| 7D | +0.7% | +5.9% | -5.1% | +0.6% |
| 30D | +17.6% | +44.6% | -27.1% | +17.1% |
| 3M | +7.5% | +126.4% | -118.9% | +6.3% |
| 6M | +17.6% | -68.6% | +86.2% | +18.0% |
| YTD | +22.6% | -67.0% | +89.5% | +22.8% |
| 1Y | +28.0% | +65.2% | -37.2% | +23.2% |
| 3Y | +1.8% | +235.6% | -233.8% | -4.2% |
| 5Y | -15.5% | +175.4% | -190.9% | -20.7% |
| 10Y | +54.9% | -65.0% | +119.9% | +41.2% |
| All | +451.7% | -99.0% | +550.8% | +396.4% |
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