+13.7%
PPG vs RPRX
+53.1%
-39.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.1% | -1.3% |
| 7D | -5.1% | -8.0% | +2.9% | -3.4% |
| 30D | -9.6% | +2.1% | -11.6% | -10.0% |
| 3M | -6.4% | +8.2% | -14.6% | -8.2% |
| 6M | +0.5% | +28.9% | -28.4% | -5.0% |
| YTD | +4.4% | +54.1% | -49.7% | -4.9% |
| 1Y | -0.9% | +65.5% | -66.4% | -11.2% |
| 3Y | -17.0% | +117.3% | -134.2% | -30.0% |
| 5Y | -23.7% | +71.6% | -95.3% | -32.2% |
| All | +13.7% | +53.1% | -39.4% | +0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling