+2,600.6%
PPG vs RRC
+1,194.1%
+1,406.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -2.3% |
| 7D | -3.7% | -1.7% | -2.0% | -3.6% |
| 30D | -7.2% | +3.6% | -10.8% | -7.5% |
| 3M | -7.3% | +8.8% | -16.2% | -8.3% |
| 6M | +0.3% | +0.8% | -0.5% | -0.2% |
| YTD | +6.5% | +19.0% | -12.4% | +4.2% |
| 1Y | +0.5% | +22.9% | -22.4% | -2.2% |
| 3Y | -15.3% | +32.3% | -47.6% | -19.0% |
| 5Y | -22.9% | +151.6% | -174.5% | -32.4% |
| 10Y | +28.4% | +5.5% | +22.9% | +10.9% |
| All | +2,600.6% | +1,194.1% | +1,406.5% | +1,878.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling