+24.1%
PPG vs RRC
+4.9%
+19.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | -6.2% | -1.8% | -4.5% | -6.1% |
| 30D | -7.9% | +2.7% | -10.6% | -8.2% |
| 3M | -10.2% | +8.8% | -19.1% | -11.2% |
| 6M | +2.7% | -1.2% | +3.8% | +2.4% |
| YTD | +4.9% | +17.6% | -12.7% | +2.4% |
| 1Y | -3.2% | +18.4% | -21.6% | -5.7% |
| 3Y | -17.0% | +33.1% | -50.1% | -21.2% |
| 5Y | -23.3% | +148.2% | -171.5% | -33.5% |
| All | +24.1% | +4.9% | +19.2% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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