+24.1%
PPG vs RNG
+222.9%
-198.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -6.2% | -6.1% | -0.2% | -5.5% |
| 30D | -7.9% | +9.6% | -17.5% | -9.1% |
| 3M | -10.2% | +83.3% | -93.5% | -17.6% |
| 6M | +2.7% | +77.9% | -75.3% | -6.4% |
| YTD | +4.9% | +139.9% | -135.0% | -9.4% |
| 1Y | -3.2% | +121.7% | -124.8% | -15.7% |
| 3Y | -17.0% | +121.9% | -138.9% | -29.6% |
| 5Y | -23.3% | -68.4% | +45.0% | -25.1% |
| All | +24.1% | +222.9% | -198.8% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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