+450.8%
PPG vs CAPR
-99.0%
+549.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.7% | +6.6% | -2.0% |
| 7D | -0.2% | +19.1% | -19.2% | -0.4% |
| 30D | +17.7% | +48.8% | -31.1% | +17.2% |
| 3M | +7.4% | +144.4% | -137.0% | +6.2% |
| 6M | +16.4% | -67.5% | +83.9% | +16.7% |
| YTD | +22.4% | -64.5% | +86.9% | +22.5% |
| 1Y | +28.6% | +74.4% | -45.9% | +23.8% |
| 3Y | +2.0% | +265.7% | -263.7% | -4.1% |
| 5Y | -15.6% | +196.0% | -211.6% | -20.9% |
| 10Y | +54.6% | -62.4% | +117.0% | +40.8% |
| All | +450.8% | -99.0% | +549.8% | +395.3% |
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 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