+50.0%
PPG vs RACE
+639.5%
-589.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.1% |
| 7D | -0.2% | -4.0% | +3.8% | +1.5% |
| 30D | +17.7% | +3.5% | +14.2% | +16.1% |
| 3M | +7.4% | -0.4% | +7.8% | +7.4% |
| 6M | +16.4% | +23.2% | -6.7% | +6.6% |
| YTD | +22.4% | +11.0% | +11.4% | +16.5% |
| 1Y | +28.6% | -2.2% | +30.8% | +28.6% |
| 3Y | +2.0% | +22.5% | -20.6% | -10.6% |
| 5Y | -15.6% | +63.2% | -78.8% | -35.7% |
| 10Y | +54.6% | +704.3% | -649.7% | -28.8% |
| All | +50.0% | +639.5% | -589.5% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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