+3.3%
PPG vs IRE
-85.3%
+88.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.8% | +5.8% | -1.8% |
| 7D | -5.1% | +7.9% | -13.1% | -5.3% |
| 30D | -9.6% | +9.3% | -18.8% | -9.9% |
| 3M | -6.4% | -52.3% | +45.9% | -6.0% |
| 6M | +0.5% | -38.5% | +39.0% | +0.5% |
| YTD | +4.4% | -54.8% | +59.3% | +3.7% |
| All | +3.3% | -85.3% | +88.5% | +3.0% |
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