+28.0%
PPG vs IRE
-97.6%
+125.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.4% | +14.5% | +0.4% |
| 7D | +0.7% | -31.8% | +32.6% | +1.2% |
| 30D | +17.6% | -71.8% | +89.3% | +19.3% |
| 3M | +7.5% | -88.9% | +96.4% | +10.5% |
| 6M | +17.6% | -95.4% | +113.0% | +21.6% |
| YTD | +22.6% | -94.2% | +116.8% | +25.9% |
| 1Y | +28.0% | -97.1% | +125.1% | +29.5% |
| All | +28.0% | -97.6% | +125.6% | +29.5% |
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