+1,090.7%
PPG vs DAR
+1,817.4%
-726.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.9% | -5.4% | -2.7% |
| 7D | 0.0% | -0.9% | +0.9% | +0.1% |
| 30D | -7.8% | +13.0% | -20.7% | -8.8% |
| 3M | -2.2% | +15.0% | -17.2% | -3.5% |
| 6M | +4.1% | +26.8% | -22.7% | +1.8% |
| YTD | +9.1% | +86.4% | -77.3% | +3.4% |
| 1Y | +1.0% | +115.1% | -114.1% | -5.6% |
| 3Y | -13.3% | +14.6% | -27.9% | -15.6% |
| 5Y | -19.2% | -8.8% | -10.4% | -20.5% |
| 10Y | +25.9% | +356.5% | -330.6% | +10.0% |
| All | +1,090.7% | +1,817.4% | -726.7% | +906.1% |
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