+569.9%
PPG vs RBA
+3,492.7%
-2,922.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -1.9% |
| 7D | 0.0% | -1.1% | +1.1% | +0.3% |
| 30D | -7.8% | -13.2% | +5.4% | -4.2% |
| 3M | -2.2% | -21.4% | +19.2% | +4.0% |
| 6M | +4.1% | -20.9% | +25.0% | +10.5% |
| YTD | +9.1% | -19.9% | +28.9% | +14.8% |
| 1Y | +1.0% | -28.7% | +29.6% | +9.6% |
| 3Y | -13.3% | +27.4% | -40.7% | -20.8% |
| 5Y | -19.2% | +41.7% | -60.9% | -30.1% |
| 10Y | +25.9% | +189.6% | -163.7% | -13.8% |
| All | +569.9% | +3,492.7% | -2,922.8% | +180.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling