+623.3%
PPG vs RL
+1,315.6%
-692.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | -6.2% | -3.4% | -2.8% | -5.2% |
| 30D | -7.9% | -14.4% | +6.5% | -3.4% |
| 3M | -10.2% | -13.6% | +3.4% | -6.2% |
| 6M | +2.7% | +0.6% | +2.1% | +2.1% |
| YTD | +4.9% | -3.6% | +8.5% | +5.5% |
| 1Y | -3.2% | +8.3% | -11.5% | -6.2% |
| 3Y | -17.0% | +204.8% | -221.8% | -43.0% |
| 5Y | -23.3% | +232.9% | -256.3% | -49.8% |
| 10Y | +26.4% | +309.0% | -282.6% | -28.4% |
| All | +623.3% | +1,315.6% | -692.3% | +151.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling