-17.0%
PPG vs RUN
-39.0%
+22.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -6.2% | -3.7% | -2.5% | -6.0% |
| 30D | -7.9% | -13.0% | +5.1% | -7.1% |
| 3M | -10.2% | -31.8% | +21.6% | -8.0% |
| 6M | +2.7% | -32.2% | +34.9% | +5.0% |
| YTD | +4.9% | -53.5% | +58.4% | +8.8% |
| 1Y | -3.2% | -46.5% | +43.3% | -1.0% |
| 3Y | -17.0% | -37.6% | +20.6% | -24.7% |
| All | -17.0% | -39.0% | +22.0% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling