+54.5%
PPG vs RL
+337.1%
-282.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.6% |
| 7D | +0.7% | +2.6% | -1.8% | -0.2% |
| 30D | +17.6% | +2.9% | +14.6% | +16.3% |
| 3M | +7.5% | 0.0% | +7.5% | +7.2% |
| 6M | +17.6% | +17.1% | +0.5% | +10.7% |
| YTD | +22.6% | +10.1% | +12.4% | +17.6% |
| 1Y | +28.0% | +17.3% | +10.7% | +20.1% |
| 3Y | +1.8% | +249.3% | -247.5% | -35.9% |
| 5Y | -15.5% | +240.9% | -256.4% | -47.7% |
| All | +54.5% | +337.1% | -282.6% | -15.3% |
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