+24.1%
PPG vs DAR
+366.1%
-342.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.9% |
| 7D | -6.2% | -0.1% | -6.1% | -6.3% |
| 30D | -7.9% | +2.6% | -10.6% | -8.8% |
| 3M | -10.2% | +14.2% | -24.4% | -14.2% |
| 6M | +2.7% | +17.2% | -14.5% | -3.1% |
| YTD | +4.9% | +80.9% | -76.0% | -13.0% |
| 1Y | -3.2% | +104.0% | -107.2% | -23.1% |
| 3Y | -17.0% | +3.6% | -20.6% | -22.0% |
| 5Y | -23.3% | -7.8% | -15.5% | -28.3% |
| All | +24.1% | +366.1% | -342.0% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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