-17.0%
PPG vs NTR
+36.8%
-53.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -6.2% | -1.3% | -5.0% | -6.1% |
| 30D | -7.9% | +16.8% | -24.7% | -9.5% |
| 3M | -10.2% | +20.7% | -31.0% | -12.3% |
| 6M | +2.7% | +0.5% | +2.1% | +2.6% |
| YTD | +4.9% | +29.2% | -24.3% | -0.9% |
| 1Y | -3.2% | +39.6% | -42.8% | -10.4% |
| 3Y | -17.0% | +37.9% | -54.9% | -25.9% |
| All | -17.0% | +36.8% | -53.8% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 3y: compounded portfolio wealth divided by compounded NTR 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…
3y analysis · Full analysis span regression · 6 months rolling