-3.2%
PPG vs IRE
-45.0%
+41.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +14.0% | -12.4% | +1.0% |
| 7D | -1.5% | +54.8% | -56.3% | -3.3% |
| 30D | -5.0% | +18.4% | -23.3% | -6.1% |
| 3M | +1.1% | -66.7% | +67.9% | +6.0% |
| 6M | -3.2% | -52.3% | +49.1% | -5.9% |
| All | -3.2% | -45.0% | +41.8% | -5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling