-23.1%
PPG vs RL
+232.4%
-255.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | -6.2% | -3.4% | -2.8% | -4.9% |
| 30D | -7.9% | -14.4% | +6.5% | -2.2% |
| 3M | -10.2% | -13.6% | +3.4% | -5.2% |
| 6M | +2.7% | +0.6% | +2.1% | +1.9% |
| YTD | +4.9% | -3.6% | +8.5% | +5.6% |
| 1Y | -3.2% | +8.3% | -11.5% | -7.1% |
| 3Y | -17.0% | +204.8% | -221.8% | -49.1% |
| All | -23.1% | +232.4% | -255.5% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling