+37.6%
PPG vs RBA
-2.0%
+39.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.1% | +2.9% | +4.5% |
| 7D | +7.5% | +12.7% | -5.2% | +4.6% |
| 30D | +20.9% | +15.5% | +5.4% | +16.8% |
| 3M | +8.7% | -14.0% | +22.8% | +12.2% |
| 6M | +23.8% | -8.8% | +32.7% | +25.6% |
| YTD | +26.5% | -6.9% | +33.4% | +23.5% |
| 1Y | +37.6% | -3.0% | +40.6% | +32.2% |
| All | +37.6% | -2.0% | +39.6% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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