+10.6%
PPG vs IRE
-84.4%
+95.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +14.0% | -12.4% | +1.4% |
| 7D | -1.5% | +54.8% | -56.3% | -2.3% |
| 30D | -5.0% | +18.4% | -23.3% | -5.5% |
| 3M | +1.1% | -66.7% | +67.9% | +2.3% |
| 6M | -3.2% | -52.3% | +49.1% | -3.4% |
| YTD | +11.9% | -52.3% | +64.2% | +11.0% |
| All | +10.6% | -84.4% | +95.1% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling