-23.7%
PPG vs RRC
+150.0%
-173.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -5.1% | -1.2% | -4.0% | -5.0% |
| 30D | -9.6% | +3.0% | -12.5% | -9.9% |
| 3M | -6.4% | +7.3% | -13.7% | -7.3% |
| 6M | +0.5% | +3.6% | -3.1% | -0.3% |
| YTD | +4.4% | +19.4% | -14.9% | +1.6% |
| 1Y | -0.9% | +21.4% | -22.3% | -4.1% |
| 3Y | -17.0% | +32.8% | -49.7% | -21.7% |
| 5Y | -23.7% | +152.0% | -175.6% | -31.7% |
| All | -23.7% | +150.0% | -173.6% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling