+24.1%
PPG vs RUN
+42.2%
-18.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -6.2% | -3.7% | -2.5% | -5.9% |
| 30D | -7.9% | -13.0% | +5.1% | -6.7% |
| 3M | -10.2% | -31.8% | +21.6% | -7.1% |
| 6M | +2.7% | -32.2% | +34.9% | +5.8% |
| YTD | +4.9% | -53.5% | +58.4% | +10.7% |
| 1Y | -3.2% | -46.5% | +43.3% | -0.1% |
| 3Y | -17.0% | -37.6% | +20.6% | -25.2% |
| 5Y | -23.3% | -80.9% | +57.5% | -25.3% |
| All | +24.1% | +42.2% | -18.1% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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