+60.1%
PPG vs RNG
+302.4%
-242.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -5.1% | -9.6% | +4.4% | -3.9% |
| 30D | -9.6% | +8.8% | -18.4% | -10.7% |
| 3M | -6.4% | +78.6% | -85.1% | -14.0% |
| 6M | +0.5% | +70.3% | -69.8% | -7.9% |
| YTD | +4.4% | +140.3% | -135.9% | -10.0% |
| 1Y | -0.9% | +126.6% | -127.5% | -14.1% |
| 3Y | -17.0% | +120.2% | -137.2% | -29.7% |
| 5Y | -23.7% | -68.3% | +44.6% | -23.8% |
| 10Y | +25.9% | +220.6% | -194.7% | -17.5% |
| All | +60.1% | +302.4% | -242.3% | +0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling