+5.3%
PPG vs NTRS
+47.2%
-41.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | -5.0% | +1.7% | -6.7% | -5.6% |
| 3M | +1.1% | +8.9% | -7.7% | -2.1% |
| 6M | -3.2% | +30.6% | -33.8% | -12.5% |
| YTD | +11.9% | +38.7% | -26.8% | -1.1% |
| 1Y | +5.3% | +48.1% | -42.8% | -9.3% |
| All | +5.3% | +47.2% | -41.9% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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