-17.0%
PPG vs RPRX
+116.2%
-133.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | -6.2% | -8.4% | +2.1% | -4.1% |
| 30D | -7.9% | -0.6% | -7.3% | -7.8% |
| 3M | -10.2% | +6.4% | -16.7% | -11.9% |
| 6M | +2.7% | +26.6% | -23.9% | -4.0% |
| YTD | +4.9% | +53.8% | -48.9% | -6.5% |
| 1Y | -3.2% | +62.8% | -66.0% | -15.1% |
| 3Y | -17.0% | +118.0% | -135.0% | -32.2% |
| All | -17.0% | +116.2% | -133.2% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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