+37.6%
PPG vs IRE
-97.6%
+135.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -23.2% | +28.2% | +5.3% |
| 7D | +7.5% | -46.8% | +54.3% | +8.4% |
| 30D | +20.9% | -75.5% | +96.4% | +23.3% |
| 3M | +8.7% | -79.4% | +88.1% | +10.8% |
| 6M | +23.8% | -91.3% | +115.1% | +27.2% |
| YTD | +26.5% | -90.8% | +117.3% | +28.9% |
| 1Y | +37.6% | -97.7% | +135.3% | +39.2% |
| All | +37.6% | -97.6% | +135.1% | +39.2% |
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