+24.1%
PPG vs RBA
+206.5%
-182.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.4% | -0.7% |
| 7D | -6.2% | +0.1% | -6.3% | -6.3% |
| 30D | -7.9% | -2.9% | -5.0% | -7.2% |
| 3M | -10.2% | -20.9% | +10.7% | -4.2% |
| 6M | +2.7% | -17.7% | +20.3% | +8.1% |
| YTD | +4.9% | -18.2% | +23.1% | +10.1% |
| 1Y | -3.2% | -29.1% | +25.9% | +6.2% |
| 3Y | -17.0% | +29.5% | -46.5% | -25.6% |
| 5Y | -23.3% | +40.2% | -63.6% | -34.8% |
| All | +24.1% | +206.5% | -182.4% | -27.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling