+1,237.9%
PPG vs DAR
+1,499.7%
-261.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | +0.1% |
| 7D | +0.7% | +11.6% | -10.8% | -0.1% |
| 30D | +17.6% | -10.2% | +27.8% | +18.5% |
| 3M | +7.5% | -14.8% | +22.3% | +8.6% |
| 6M | +17.6% | -10.1% | +27.7% | +18.2% |
| YTD | +22.6% | +55.5% | -33.0% | +17.7% |
| 1Y | +28.0% | +61.7% | -33.7% | +22.5% |
| 3Y | +1.8% | +37.2% | -35.4% | -2.4% |
| 5Y | -15.5% | -26.9% | +11.4% | -15.5% |
| 10Y | +54.9% | +314.4% | -259.5% | +36.4% |
| All | +1,237.9% | +1,499.7% | -261.8% | +1,045.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling