+23.5%
PPG vs RL
+308.3%
-284.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -5.1% | -2.2% | -3.0% | -4.4% |
| 30D | -9.6% | -15.3% | +5.8% | -4.3% |
| 3M | -6.4% | -10.3% | +3.9% | -3.0% |
| 6M | +0.5% | -2.2% | +2.8% | +0.8% |
| YTD | +4.4% | -4.3% | +8.7% | +5.4% |
| 1Y | -0.9% | +8.9% | -9.8% | -4.5% |
| 3Y | -17.0% | +201.4% | -218.4% | -44.9% |
| 5Y | -23.7% | +230.6% | -254.2% | -52.1% |
| All | +23.5% | +308.3% | -284.8% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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