-23.1%
PPG vs NTRS
+93.2%
-116.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | -0.1% |
| 7D | -6.2% | +1.4% | -7.6% | -6.9% |
| 30D | -7.9% | -0.7% | -7.3% | -7.7% |
| 3M | -10.2% | +11.3% | -21.5% | -15.2% |
| 6M | +2.7% | +35.5% | -32.9% | -12.4% |
| YTD | +4.9% | +40.6% | -35.7% | -12.6% |
| 1Y | -3.2% | +49.2% | -52.4% | -22.0% |
| 3Y | -17.0% | +167.2% | -184.2% | -52.1% |
| All | -23.1% | +93.2% | -116.3% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling