-15.7%
PPG vs RL
+198.9%
-214.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -1.1% |
| 7D | -3.7% | -0.3% | -3.5% | -3.6% |
| 30D | -7.2% | -17.5% | +10.3% | -0.7% |
| 3M | -7.3% | -14.0% | +6.7% | -2.4% |
| 6M | +0.3% | -2.0% | +2.2% | +0.6% |
| YTD | +6.5% | -4.6% | +11.1% | +7.7% |
| 1Y | +0.5% | +9.5% | -9.0% | -3.0% |
| All | -15.7% | +198.9% | -214.6% | -40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling