+873.6%
PPG vs IRM
+9,823.4%
-8,949.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | -3.7% | +3.0% | -6.8% | -4.6% |
| 30D | -7.2% | -5.2% | -2.0% | -5.9% |
| 3M | -7.3% | -8.0% | +0.7% | -5.3% |
| 6M | +0.3% | +9.2% | -8.9% | -2.7% |
| YTD | +6.5% | +41.0% | -34.5% | -4.4% |
| 1Y | +0.5% | +23.3% | -22.7% | -6.6% |
| 3Y | -15.3% | +102.8% | -118.1% | -33.2% |
| 5Y | -22.9% | +192.8% | -215.7% | -45.9% |
| 10Y | +28.4% | +439.6% | -411.2% | -26.7% |
| All | +873.6% | +9,823.4% | -8,949.8% | +262.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 all: compounded portfolio wealth divided by compounded IRM 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…
all analysis · Full analysis span regression · 6 months rolling