-17.4%
PPG vs RBA
+25.0%
-42.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -5.1% | -3.3% | -1.9% | -4.2% |
| 30D | -9.6% | -9.8% | +0.2% | -7.0% |
| 3M | -6.4% | -23.5% | +17.0% | +0.1% |
| 6M | +0.5% | -21.5% | +22.0% | +6.6% |
| YTD | +4.4% | -21.2% | +25.6% | +9.8% |
| 1Y | -0.9% | -30.2% | +29.3% | +7.9% |
| All | -17.4% | +25.0% | -42.4% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling