-23.7%
PPG vs DAR
-6.7%
-16.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.6% |
| 7D | -5.1% | +0.9% | -6.1% | -5.3% |
| 30D | -9.6% | +6.4% | -16.0% | -10.9% |
| 3M | -6.4% | +13.2% | -19.7% | -9.3% |
| 6M | +0.5% | +26.2% | -25.7% | -5.3% |
| YTD | +4.4% | +84.4% | -79.9% | -9.9% |
| 1Y | -0.9% | +112.0% | -112.9% | -17.7% |
| 3Y | -17.0% | +13.4% | -30.3% | -21.9% |
| 5Y | -23.7% | -6.0% | -17.7% | -26.6% |
| All | -23.7% | -6.7% | -16.9% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling