-23.1%
PPG vs IBN
+58.3%
-81.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.4% | -0.4% |
| 7D | -6.2% | -3.0% | -3.2% | -5.0% |
| 30D | -7.9% | -1.5% | -6.4% | -7.4% |
| 3M | -10.2% | +7.9% | -18.1% | -13.1% |
| 6M | +2.7% | +8.6% | -6.0% | -1.0% |
| YTD | +4.9% | -0.6% | +5.4% | +4.7% |
| 1Y | -3.2% | -7.3% | +4.1% | -0.9% |
| 3Y | -17.0% | +26.2% | -43.2% | -27.8% |
| All | -23.1% | +58.3% | -81.4% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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