+0.5%
PPG vs RRX
-19.6%
+20.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | 0.0% | -1.4% |
| 7D | -5.1% | -3.7% | -1.4% | -4.0% |
| 30D | -9.6% | -9.3% | -0.3% | -6.9% |
| 3M | -6.4% | -21.8% | +15.4% | -2.0% |
| 6M | +0.5% | -22.0% | +22.5% | +2.6% |
| All | +0.5% | -19.6% | +20.1% | +2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling