-17.0%
PPG vs RRX
+5.4%
-22.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.6% |
| 7D | -6.2% | -0.3% | -5.9% | -6.2% |
| 30D | -7.9% | -6.1% | -1.8% | -6.3% |
| 3M | -10.2% | -23.1% | +12.8% | -4.4% |
| 6M | +2.7% | -19.5% | +22.2% | +7.0% |
| YTD | +4.9% | +16.1% | -11.2% | -2.0% |
| 1Y | -3.2% | +12.9% | -16.1% | -9.4% |
| 3Y | -17.0% | +7.9% | -24.9% | -21.1% |
| All | -17.0% | +5.4% | -22.4% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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